+135.5%
CVE vs WWD
+170.1%
-34.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -1.3% |
| 7D | -16.1% | +4.2% | -20.3% | -16.9% |
| 30D | -10.4% | -2.1% | -8.2% | -10.1% |
| 3M | -2.4% | -13.2% | +10.8% | +0.3% |
| 6M | -4.4% | -16.9% | +12.4% | -2.0% |
| YTD | +64.9% | +5.2% | +59.7% | +54.6% |
| 1Y | +66.0% | +20.6% | +45.4% | +47.6% |
| 3Y | +57.7% | +146.3% | -88.7% | +4.1% |
| All | +135.5% | +170.1% | -34.6% | +42.1% |
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