+159.5%
CVE vs WWD
+187.3%
-27.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +5.9% | +4.0% | +2.0% | +5.1% |
| 30D | -10.9% | +0.4% | -11.3% | -11.1% |
| 3M | -4.5% | -7.9% | +3.4% | -3.1% |
| 6M | -1.0% | -10.6% | +9.7% | -0.3% |
| YTD | +74.7% | +9.4% | +65.3% | +62.5% |
| 1Y | +65.8% | +25.7% | +40.1% | +46.1% |
| 3Y | +73.2% | +148.5% | -75.4% | +14.8% |
| All | +159.5% | +187.3% | -27.8% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling