+87.7%
WDC vs CVE
+61.2%
+26.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | +16.3% | +4.6% | +11.6% | +15.5% |
| 30D | -18.3% | -12.0% | -6.3% | -17.4% |
| 3M | -31.4% | -3.8% | -27.7% | -31.4% |
| 6M | -36.3% | -2.7% | -33.6% | -35.7% |
| YTD | +80.8% | +73.6% | +7.2% | +70.1% |
| 1Y | +87.7% | +62.0% | +25.7% | +75.0% |
| All | +87.7% | +61.2% | +26.5% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling