+104.6%
CVE vs EFX
-28.0%
+132.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -2.1% |
| 7D | +2.5% | -8.6% | +11.1% | +1.4% |
| 30D | +16.7% | +0.1% | +16.6% | +16.9% |
| 3M | +9.3% | +3.8% | +5.4% | +10.0% |
| 6M | +43.6% | -13.5% | +57.1% | +43.6% |
| YTD | +93.6% | -17.7% | +111.2% | +93.7% |
| All | +104.6% | -28.0% | +132.6% | +103.7% |
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 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