+162.3%
CVE vs EMB
+30.0%
+132.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +16.7% | -0.3% | +17.0% | +17.1% |
| 3M | +9.3% | -0.4% | +9.7% | +9.5% |
| 6M | +43.6% | +0.1% | +43.5% | +41.2% |
| YTD | +93.6% | +1.6% | +92.0% | +85.4% |
| 1Y | +98.8% | +5.6% | +93.1% | +76.9% |
| 3Y | +73.6% | +29.8% | +43.8% | +4.2% |
| 5Y | +312.5% | +7.3% | +305.2% | +289.0% |
| All | +162.3% | +30.0% | +132.3% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling