+73.2%
CVE vs EFV
+91.7%
-18.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.5% | +1.5% | +1.0% | +1.5% |
| 30D | +16.7% | +1.7% | +15.0% | +15.3% |
| 3M | +9.3% | +8.6% | +0.6% | +2.8% |
| 6M | +43.6% | +11.7% | +31.9% | +31.1% |
| YTD | +93.6% | +19.3% | +74.3% | +65.6% |
| 1Y | +98.8% | +30.2% | +68.5% | +55.5% |
| All | +73.2% | +91.7% | -18.5% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling