+168.5%
WMT vs CVE
+142.8%
+25.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | +1.6% | -16.1% | +17.8% | +2.7% |
| 30D | +16.1% | -10.4% | +26.4% | +16.7% |
| 3M | +12.3% | -2.4% | +14.6% | +12.1% |
| 6M | -3.1% | -4.4% | +1.3% | -3.2% |
| YTD | +13.4% | +64.9% | -51.6% | +8.3% |
| 1Y | +24.5% | +66.0% | -41.5% | +18.7% |
| 3Y | +135.7% | +57.7% | +78.0% | +121.5% |
| All | +168.5% | +142.8% | +25.8% | +142.8% |
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