+134.5%
CVE vs EFX
+66.3%
+68.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | -16.1% | +2.7% | -18.8% | -16.8% |
| 30D | -10.4% | +33.1% | -43.5% | -17.3% |
| 3M | -2.4% | +8.2% | -10.5% | -5.3% |
| 6M | -4.4% | +10.2% | -14.6% | -8.7% |
| YTD | +64.9% | -11.8% | +76.8% | +66.1% |
| 1Y | +66.0% | -6.1% | +72.1% | +63.6% |
| 3Y | +57.7% | +7.5% | +50.2% | +41.8% |
| 5Y | +144.7% | -30.7% | +175.4% | +152.8% |
| All | +134.5% | +66.3% | +68.2% | +70.7% |
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