+320.2%
CVE vs EFV
+96.9%
+223.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +2.5% | +1.5% | +1.0% | +1.0% |
| 30D | +16.7% | +1.7% | +15.0% | +14.6% |
| 3M | +9.3% | +8.6% | +0.6% | +0.2% |
| 6M | +43.6% | +11.7% | +31.9% | +26.1% |
| YTD | +93.6% | +19.3% | +74.3% | +57.4% |
| 1Y | +98.8% | +30.2% | +68.5% | +45.5% |
| 3Y | +73.6% | +91.6% | -18.0% | -21.3% |
| All | +320.2% | +96.9% | +223.3% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling