+144.2%
CVE vs EFX
-31.6%
+175.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -10.0% | +0.3% | -10.3% | -10.0% |
| 30D | -11.9% | +29.1% | -41.0% | -14.8% |
| 3M | -5.9% | +4.3% | -10.2% | -6.7% |
| 6M | -1.6% | +7.7% | -9.3% | -3.3% |
| YTD | +66.3% | -12.5% | +78.7% | +68.3% |
| 1Y | +57.5% | -8.8% | +66.3% | +58.0% |
| 3Y | +65.4% | +4.3% | +61.1% | +57.6% |
| 5Y | +144.2% | -29.4% | +173.5% | +153.2% |
| All | +144.2% | -31.6% | +175.8% | +153.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling