+135.5%
CVE vs EFX
-31.2%
+166.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -16.1% | +2.7% | -18.8% | -16.5% |
| 30D | -10.4% | +33.1% | -43.5% | -13.8% |
| 3M | -2.4% | +8.2% | -10.5% | -3.7% |
| 6M | -4.4% | +10.2% | -14.6% | -6.5% |
| YTD | +64.9% | -11.8% | +76.8% | +66.9% |
| 1Y | +66.0% | -6.1% | +72.1% | +65.6% |
| 3Y | +57.7% | +7.5% | +50.2% | +49.1% |
| All | +135.5% | -31.2% | +166.8% | +152.9% |
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