+62.8%
CVE vs EMB
+98.4%
-35.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | -14.1% | -0.3% | -13.8% | -13.7% |
| 30D | -11.6% | +1.1% | -12.7% | -13.5% |
| 3M | 0.0% | -2.9% | +3.0% | +4.6% |
| 6M | -8.4% | -2.1% | -6.3% | -6.3% |
| YTD | +65.9% | -1.1% | +67.0% | +65.8% |
| 1Y | +69.4% | +0.3% | +69.1% | +64.9% |
| 3Y | +55.9% | +27.7% | +28.2% | -2.3% |
| 5Y | +146.2% | +6.0% | +140.2% | +122.6% |
| 10Y | +140.6% | +29.1% | +111.5% | +86.7% |
| All | +62.8% | +98.4% | -35.7% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling