+12.3%
WFC vs CVE
+99.6%
-87.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +3.8% | +2.5% | +1.3% | +3.8% |
| 30D | +1.5% | +16.7% | -15.3% | +1.4% |
| 3M | +10.9% | +9.3% | +1.6% | +11.3% |
| 6M | +8.4% | +43.6% | -35.2% | +6.2% |
| YTD | -1.9% | +93.6% | -95.5% | -7.4% |
| 1Y | +12.3% | +98.8% | -86.4% | +5.9% |
| All | +12.3% | +99.6% | -87.3% | +5.9% |
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