+17.8%
WBD vs CVE
+178.4%
-160.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +77.7% | +85.2% | +57.8% |
| 7D | +163.0% | +77.7% | +85.2% | +57.8% |
| 30D | +163.0% | +77.7% | +85.2% | +57.8% |
| 3M | +163.0% | +77.7% | +85.2% | +57.8% |
| 6M | +163.0% | +77.7% | +85.2% | +57.8% |
| YTD | +163.0% | +77.7% | +85.2% | +57.8% |
| 1Y | +163.0% | +77.7% | +85.2% | +57.8% |
| 3Y | +206.7% | +77.4% | +129.3% | +84.0% |
| All | +17.8% | +178.4% | -160.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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