+142.9%
WFC vs CVE
+136.1%
+6.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.2% | -16.1% | +17.4% | +5.4% |
| 30D | +5.2% | -10.4% | +15.6% | +7.6% |
| 3M | -3.0% | -2.4% | -0.7% | -3.1% |
| 6M | +6.2% | -4.4% | +10.6% | +5.9% |
| YTD | -7.9% | +64.9% | -72.9% | -20.8% |
| 1Y | +0.3% | +66.0% | -65.7% | -14.0% |
| 3Y | +117.7% | +57.7% | +60.1% | +85.0% |
| 5Y | +88.4% | +144.7% | -56.4% | +37.3% |
| All | +142.9% | +136.1% | +6.8% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling