+1,033.8%
WDC vs CVE
+62.8%
+971.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.7% | -14.6% | -16.5% |
| 7D | -32.3% | -14.1% | -18.2% | -28.7% |
| 30D | -34.9% | -11.6% | -23.3% | -32.3% |
| 3M | -48.4% | 0.0% | -48.5% | -48.8% |
| 6M | -42.4% | -8.4% | -34.1% | -41.6% |
| YTD | +55.5% | +65.9% | -10.4% | +28.9% |
| 1Y | +67.5% | +69.4% | -1.9% | +37.4% |
| 3Y | +727.3% | +55.9% | +671.4% | +582.3% |
| 5Y | +533.3% | +146.2% | +387.2% | +328.9% |
| 10Y | +627.0% | +140.6% | +486.3% | +295.1% |
| All | +1,033.8% | +62.8% | +971.1% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling