+134.5%
CVE vs EFV
+157.1%
-22.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +1.4% |
| 7D | -16.1% | -0.7% | -15.5% | -15.9% |
| 30D | -10.4% | +0.9% | -11.3% | -12.1% |
| 3M | -2.4% | -3.6% | +1.2% | +1.6% |
| 6M | -4.4% | +2.5% | -7.0% | -9.8% |
| YTD | +64.9% | +13.2% | +51.8% | +31.2% |
| 1Y | +66.0% | +20.3% | +45.7% | +19.8% |
| 3Y | +57.7% | +84.9% | -27.3% | -43.4% |
| 5Y | +144.7% | +87.7% | +57.0% | -14.7% |
| All | +134.5% | +157.1% | -22.7% | -27.7% |
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