+63.1%
CVE vs WY
+152.5%
-89.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.6% |
| 7D | -10.0% | +0.2% | -10.2% | -10.5% |
| 30D | -11.9% | +8.0% | -19.9% | -16.4% |
| 3M | -5.9% | -17.7% | +11.7% | +3.1% |
| 6M | -1.6% | -10.8% | +9.2% | +1.4% |
| YTD | +66.3% | -10.6% | +76.9% | +68.4% |
| 1Y | +57.5% | -5.7% | +63.2% | +54.2% |
| 3Y | +65.4% | -24.8% | +90.2% | +78.4% |
| 5Y | +144.2% | -31.7% | +175.9% | +172.1% |
| 10Y | +135.5% | +2.9% | +132.6% | +101.0% |
| All | +63.1% | +152.5% | -89.4% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling