+130.1%
CVE vs WWD
+494.7%
-364.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -2.0% |
| 7D | -10.1% | +4.2% | -14.2% | -12.1% |
| 30D | -12.1% | -0.8% | -11.3% | -12.3% |
| 3M | -1.9% | -8.2% | +6.3% | +1.3% |
| 6M | -1.8% | -9.8% | +8.0% | -0.5% |
| YTD | +65.8% | +10.4% | +55.4% | +44.8% |
| 1Y | +60.8% | +25.5% | +35.4% | +28.4% |
| 3Y | +70.1% | +155.8% | -85.7% | -18.0% |
| 5Y | +134.8% | +187.3% | -52.6% | -0.9% |
| 10Y | +130.1% | +462.7% | -332.6% | -34.5% |
| All | +130.1% | +494.7% | -364.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling