+129.3%
WFC vs CVE
+317.2%
-187.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | +1.5% | +16.7% | -15.3% | -2.1% |
| 3M | +10.9% | +9.3% | +1.6% | +8.1% |
| 6M | +8.4% | +43.6% | -35.2% | -1.5% |
| YTD | -1.9% | +93.6% | -95.5% | -17.7% |
| 1Y | +12.3% | +98.8% | -86.4% | -6.7% |
| 3Y | +132.3% | +73.6% | +58.7% | +94.1% |
| All | +129.3% | +317.2% | -187.9% | +43.8% |
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