+141.5%
WFC vs CVE
+136.1%
+5.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.6% | -16.1% | +16.8% | +4.8% |
| 30D | +4.6% | -10.4% | +15.0% | +7.0% |
| 3M | -3.6% | -2.4% | -1.2% | -3.7% |
| 6M | +5.6% | -4.4% | +10.0% | +5.3% |
| YTD | -8.5% | +64.9% | -73.4% | -21.3% |
| 1Y | -0.3% | +66.0% | -66.3% | -14.5% |
| 3Y | +116.4% | +57.7% | +58.8% | +83.9% |
| 5Y | +87.2% | +144.7% | -57.5% | +36.4% |
| All | +141.5% | +136.1% | +5.3% | +37.2% |
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