+130.1%
CVE vs EME
+996.0%
-865.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.3% | -6.8% | -3.2% |
| 7D | -10.1% | -4.4% | -5.7% | -8.3% |
| 30D | -12.1% | -17.3% | +5.1% | -3.7% |
| 3M | -1.9% | -20.0% | +18.2% | +8.6% |
| 6M | -1.8% | -29.1% | +27.2% | +13.3% |
| YTD | +65.8% | +6.9% | +58.8% | +48.5% |
| 1Y | +60.8% | +0.8% | +60.1% | +48.4% |
| 3Y | +70.1% | +214.4% | -144.3% | -36.4% |
| 5Y | +134.8% | +404.2% | -269.4% | -41.8% |
| 10Y | +130.1% | +941.9% | -811.8% | -62.7% |
| All | +130.1% | +996.0% | -865.9% | -62.7% |
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