+134.5%
CVE vs EME
+933.6%
-799.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.7% |
| 7D | -16.1% | -10.5% | -5.7% | -11.4% |
| 30D | -10.4% | -22.4% | +12.0% | +1.6% |
| 3M | -2.4% | -24.7% | +22.3% | +11.6% |
| 6M | -4.4% | -35.5% | +31.0% | +16.1% |
| YTD | +64.9% | -0.3% | +65.3% | +53.5% |
| 1Y | +66.0% | -6.7% | +72.8% | +59.6% |
| 3Y | +57.7% | +190.6% | -133.0% | -38.3% |
| 5Y | +144.7% | +367.3% | -222.5% | -36.6% |
| All | +134.5% | +933.6% | -799.1% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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