+112.4%
WFC vs CVE
+149.3%
-36.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +2.5% | +5.9% | -3.4% | +1.1% |
| 30D | +7.0% | -10.9% | +17.8% | +9.6% |
| 3M | -1.8% | -4.5% | +2.8% | -1.3% |
| 6M | +18.4% | -1.0% | +19.4% | +17.1% |
| YTD | -5.6% | +74.7% | -80.3% | -20.0% |
| 1Y | +3.9% | +65.8% | -61.9% | -10.8% |
| 3Y | +126.3% | +73.2% | +53.1% | +87.9% |
| 5Y | +91.1% | +155.6% | -64.5% | +37.9% |
| All | +112.4% | +149.3% | -36.9% | +18.6% |
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