+109.8%
CVE vs EFV
+28.1%
+81.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | +17.5% | +0.2% | +17.3% | +17.5% |
| 3M | +16.2% | +9.6% | +6.6% | +16.2% |
| 6M | +47.8% | +14.0% | +33.7% | +46.5% |
| YTD | +98.5% | +18.5% | +80.0% | +91.5% |
| 1Y | +109.8% | +27.9% | +81.9% | +99.7% |
| All | +109.8% | +28.1% | +81.7% | +99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling