+526.6%
WMT vs CVE
+136.7%
+389.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -1.6% | -10.1% | +8.5% | -1.2% |
| 30D | +12.9% | -12.1% | +25.0% | +13.4% |
| 3M | +12.6% | -1.9% | +14.5% | +12.5% |
| 6M | -3.4% | -1.8% | -1.6% | -3.6% |
| YTD | +13.5% | +65.8% | -52.3% | +10.4% |
| 1Y | +23.5% | +60.8% | -37.3% | +20.3% |
| 3Y | +137.3% | +70.1% | +67.2% | +128.8% |
| 5Y | +167.9% | +134.8% | +33.1% | +153.4% |
| 10Y | +526.6% | +130.1% | +396.5% | +474.2% |
| All | +526.6% | +136.7% | +389.9% | +474.2% |
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