+143.5%
CVE vs EME
+948.4%
-804.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.0% |
| 7D | +0.1% | +4.3% | -4.2% | -2.3% |
| 30D | -10.8% | -14.4% | +3.6% | -4.0% |
| 3M | -4.3% | -18.3% | +14.0% | +4.8% |
| 6M | -1.5% | -28.3% | +26.9% | +13.2% |
| YTD | +70.7% | +9.2% | +61.5% | +51.3% |
| 1Y | +58.1% | +4.3% | +53.8% | +43.2% |
| 3Y | +69.8% | +218.6% | -148.8% | -37.0% |
| 5Y | +148.9% | +421.0% | -272.1% | -39.7% |
| 10Y | +143.5% | +928.3% | -784.8% | -62.2% |
| All | +143.5% | +948.4% | -804.9% | -62.2% |
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