+136.9%
CVE vs WWD
+161.2%
-24.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.2% | -1.5% |
| 7D | -14.1% | -2.6% | -11.5% | -13.7% |
| 30D | -11.6% | -7.7% | -3.9% | -10.3% |
| 3M | 0.0% | -17.7% | +17.8% | +3.9% |
| 6M | -8.4% | -15.9% | +7.5% | -6.7% |
| YTD | +65.9% | +1.8% | +64.1% | +56.6% |
| 1Y | +69.4% | +17.4% | +52.0% | +51.3% |
| 3Y | +55.9% | +137.1% | -81.2% | +3.9% |
| All | +136.9% | +161.2% | -24.3% | +44.0% |
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