+135.5%
CVE vs EFV
+159.5%
-24.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -10.0% | +2.1% | -12.1% | -13.2% |
| 30D | -11.9% | +3.1% | -14.9% | -16.2% |
| 3M | -5.9% | -1.3% | -4.6% | -5.3% |
| 6M | -1.6% | +6.0% | -7.6% | -11.5% |
| YTD | +66.3% | +15.8% | +50.4% | +27.8% |
| 1Y | +57.5% | +21.1% | +36.4% | +12.7% |
| 3Y | +65.4% | +91.0% | -25.6% | -43.5% |
| 5Y | +144.2% | +94.3% | +49.9% | -19.4% |
| 10Y | +135.5% | +160.4% | -24.9% | -28.9% |
| All | +135.5% | +159.5% | -24.0% | -28.9% |
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