+94.0%
WFC vs CVE
+135.1%
-41.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +0.1% | -10.1% | +10.2% | +2.2% |
| 30D | +2.9% | -12.1% | +15.0% | +5.3% |
| 3M | -1.4% | -1.9% | +0.4% | -1.8% |
| 6M | +14.3% | -1.8% | +16.2% | +13.3% |
| YTD | -6.2% | +65.8% | -72.0% | -19.3% |
| 1Y | +1.6% | +60.8% | -59.2% | -11.9% |
| 3Y | +126.9% | +70.1% | +56.8% | +88.4% |
| 5Y | +94.0% | +134.8% | -40.8% | +35.9% |
| All | +94.0% | +135.1% | -41.2% | +35.9% |
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