+320.2%
CVE vs WY
-21.8%
+342.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +2.5% | -1.7% | +4.2% | +3.1% |
| 30D | +16.7% | -10.1% | +26.8% | +20.7% |
| 3M | +9.3% | -5.1% | +14.4% | +10.2% |
| 6M | +43.6% | -4.8% | +48.4% | +43.6% |
| YTD | +93.6% | -0.2% | +93.8% | +88.9% |
| 1Y | +98.8% | -6.6% | +105.4% | +99.0% |
| 3Y | +73.6% | -22.7% | +96.3% | +85.1% |
| All | +320.2% | -21.8% | +342.0% | +318.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling