+67.4%
CVE vs ACWI
+419.3%
-352.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -9.8% |
| 7D | -12.1% | -0.5% | -11.6% | -11.8% |
| 30D | -9.8% | -1.6% | -8.2% | -8.2% |
| 3M | -0.7% | -1.3% | +0.6% | +0.2% |
| 6M | -4.3% | +5.8% | -10.2% | -13.2% |
| YTD | +70.6% | +12.7% | +57.9% | +40.1% |
| 1Y | +73.2% | +15.0% | +58.1% | +38.0% |
| 3Y | +60.3% | +77.5% | -17.2% | -29.9% |
| 5Y | +159.3% | +61.9% | +97.5% | +27.4% |
| 10Y | +147.4% | +236.1% | -88.7% | -47.5% |
| All | +67.4% | +419.3% | -352.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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