+61.5%
WDC vs CVE
+67.8%
-6.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | -28.0% | -16.1% | -11.8% | -26.6% |
| 30D | -34.9% | -10.4% | -24.6% | -34.0% |
| 3M | -41.6% | -2.4% | -39.2% | -41.4% |
| 6M | -45.4% | -4.4% | -40.9% | -44.7% |
| YTD | +53.3% | +64.9% | -11.7% | +44.3% |
| 1Y | +61.5% | +66.0% | -4.5% | +51.6% |
| All | +61.5% | +67.8% | -6.3% | +51.6% |
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