+62.8%
CVE vs EFX
+695.4%
-632.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.6% | -3.0% |
| 7D | -14.1% | +8.1% | -22.1% | -16.5% |
| 30D | -11.6% | +36.0% | -47.7% | -21.3% |
| 3M | 0.0% | +9.6% | -9.6% | -4.5% |
| 6M | -8.4% | +14.7% | -23.1% | -15.3% |
| YTD | +65.9% | -9.9% | +75.8% | +65.1% |
| 1Y | +69.4% | -5.4% | +74.8% | +65.1% |
| 3Y | +55.9% | +9.3% | +46.6% | +34.7% |
| 5Y | +146.2% | -29.1% | +175.3% | +149.6% |
| 10Y | +140.6% | +72.5% | +68.2% | +43.8% |
| All | +62.8% | +695.4% | -632.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling