+95.0%
WFC vs CVE
+155.3%
-60.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.6% | +9.9% | +3.8% |
| 7D | +4.5% | -12.1% | +16.6% | +7.1% |
| 30D | +7.4% | -9.8% | +17.1% | +9.3% |
| 3M | -0.5% | -0.7% | +0.2% | -1.1% |
| 6M | +11.7% | -4.3% | +16.0% | +11.4% |
| YTD | -4.6% | +70.6% | -75.2% | -18.4% |
| 1Y | +2.5% | +73.2% | -70.6% | -12.7% |
| 3Y | +123.9% | +60.3% | +63.6% | +88.9% |
| All | +95.0% | +155.3% | -60.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling