+143.5%
CVE vs EFV
+161.2%
-17.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +0.1% | -1.0% | +1.1% | +1.4% |
| 30D | -10.8% | +3.1% | -13.9% | -15.3% |
| 3M | -4.3% | -1.2% | -3.1% | -3.8% |
| 6M | -1.5% | +5.6% | -7.1% | -11.0% |
| YTD | +70.7% | +15.8% | +54.9% | +31.3% |
| 1Y | +58.1% | +20.0% | +38.1% | +14.7% |
| 3Y | +69.8% | +91.0% | -21.1% | -41.9% |
| 5Y | +148.9% | +93.7% | +55.3% | -17.4% |
| 10Y | +143.5% | +160.9% | -17.4% | -26.0% |
| All | +143.5% | +161.2% | -17.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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