+137.0%
WFC vs CVE
+159.5%
-22.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.8% | +2.5% | +1.3% | +3.1% |
| 30D | +1.5% | +16.7% | -15.3% | -2.5% |
| 3M | +10.9% | +9.3% | +1.6% | +7.7% |
| 6M | +8.4% | +43.6% | -35.2% | -2.2% |
| YTD | -1.9% | +93.6% | -95.5% | -18.4% |
| 1Y | +12.3% | +98.8% | -86.4% | -7.5% |
| 3Y | +132.3% | +73.6% | +58.7% | +93.8% |
| 5Y | +130.1% | +312.5% | -182.4% | +47.4% |
| All | +137.0% | +159.5% | -22.5% | +30.6% |
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 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