+130.1%
CVE vs EFX
+63.8%
+66.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -10.1% | -2.2% | -7.9% | -9.6% |
| 30D | -12.1% | +29.2% | -41.3% | -18.3% |
| 3M | -1.9% | +3.5% | -5.3% | -3.6% |
| 6M | -1.8% | +7.8% | -9.6% | -5.7% |
| YTD | +65.8% | -12.4% | +78.2% | +67.2% |
| 1Y | +60.8% | -8.2% | +69.1% | +59.5% |
| 3Y | +70.1% | +4.7% | +65.4% | +54.3% |
| 5Y | +134.8% | -32.0% | +166.8% | +144.3% |
| 10Y | +130.1% | +69.1% | +61.0% | +66.7% |
| All | +130.1% | +63.8% | +66.3% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling