+745.0%
WMT vs CVE
+89.9%
+655.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +3.9% | +2.5% | +1.4% | +3.8% |
| 30D | -4.4% | +16.7% | -21.1% | -5.2% |
| 3M | -8.8% | +9.3% | -18.1% | -9.3% |
| 6M | -15.6% | +43.6% | -59.2% | -17.5% |
| YTD | -3.2% | +93.6% | -96.8% | -6.9% |
| 1Y | +7.0% | +98.8% | -91.7% | +2.7% |
| 3Y | +105.3% | +73.6% | +31.7% | +96.9% |
| 5Y | +129.3% | +312.5% | -183.2% | +108.6% |
| 10Y | +423.9% | +161.0% | +262.9% | +372.9% |
| All | +745.0% | +89.9% | +655.1% | +661.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling