+73.2%
CVE vs WWD
+166.3%
-93.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +16.7% | -7.2% | +23.9% | +17.6% |
| 3M | +9.3% | -3.8% | +13.1% | +8.4% |
| 6M | +43.6% | -9.9% | +53.5% | +43.5% |
| YTD | +93.6% | +14.8% | +78.8% | +81.3% |
| 1Y | +98.8% | +42.1% | +56.7% | +74.0% |
| All | +73.2% | +166.3% | -93.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling