+57.5%
CVE vs EFX
-8.7%
+66.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -10.0% | +0.3% | -10.3% | -9.9% |
| 30D | -11.9% | +29.1% | -41.0% | -8.5% |
| 3M | -5.9% | +4.3% | -10.2% | -5.2% |
| 6M | -1.6% | +7.7% | -9.3% | -0.1% |
| YTD | +66.3% | -12.5% | +78.7% | +67.1% |
| 1Y | +57.5% | -8.8% | +66.3% | +58.3% |
| All | +57.5% | -8.7% | +66.2% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling