+57.1%
CVE vs EFV
+22.1%
+34.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +1.0% |
| 7D | -10.1% | +1.7% | -11.8% | -9.6% |
| 30D | -12.1% | +3.4% | -15.5% | -11.5% |
| 3M | -1.9% | -1.7% | -0.2% | -1.7% |
| 6M | -1.8% | +6.4% | -8.3% | -1.2% |
| YTD | +65.8% | +16.3% | +49.5% | +61.3% |
| All | +57.1% | +22.1% | +34.9% | +53.3% |
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