+61.8%
CVE vs WY
+156.8%
-94.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +1.0% |
| 7D | -16.1% | +3.1% | -19.2% | -18.1% |
| 30D | -10.4% | +13.0% | -23.4% | -17.1% |
| 3M | -2.4% | -16.8% | +14.4% | +6.4% |
| 6M | -4.4% | -11.2% | +6.7% | -1.2% |
| YTD | +64.9% | -9.1% | +74.0% | +65.6% |
| 1Y | +66.0% | -4.8% | +70.8% | +61.7% |
| 3Y | +57.7% | -25.3% | +82.9% | +71.0% |
| 5Y | +144.7% | -33.2% | +177.9% | +176.8% |
| 10Y | +139.2% | +6.6% | +132.7% | +100.4% |
| All | +61.8% | +156.8% | -94.9% | -19.7% |
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