+130.1%
CVE vs WY
+6.7%
+123.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -10.1% | -0.8% | -9.3% | -10.1% |
| 30D | -12.1% | +10.6% | -22.7% | -17.6% |
| 3M | -1.9% | -16.6% | +14.8% | +6.8% |
| 6M | -1.8% | -8.6% | +6.8% | -0.2% |
| YTD | +65.8% | -8.4% | +74.2% | +65.7% |
| 1Y | +60.8% | -5.1% | +66.0% | +56.9% |
| 3Y | +70.1% | -21.9% | +92.1% | +79.4% |
| 5Y | +134.8% | -31.3% | +166.1% | +161.0% |
| 10Y | +130.1% | +3.6% | +126.5% | +112.9% |
| All | +130.1% | +6.7% | +123.4% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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