+159.5%
CVE vs EFV
+93.2%
+66.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.3% |
| 7D | +5.9% | +2.5% | +3.4% | +3.5% |
| 30D | -10.9% | +2.9% | -13.8% | -13.6% |
| 3M | -4.5% | -1.4% | -3.1% | -3.8% |
| 6M | -1.0% | +5.5% | -6.5% | -7.1% |
| YTD | +74.7% | +16.1% | +58.7% | +45.8% |
| 1Y | +65.8% | +20.3% | +45.5% | +32.6% |
| 3Y | +73.2% | +90.4% | -17.2% | -20.2% |
| All | +159.5% | +93.2% | +66.2% | +13.4% |
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