+320.2%
CVE vs EME
+529.3%
-209.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.8% |
| 7D | +2.5% | +1.9% | +0.6% | +2.0% |
| 30D | +16.7% | -8.3% | +25.0% | +19.2% |
| 3M | +9.3% | -10.7% | +20.0% | +11.5% |
| 6M | +43.6% | +1.9% | +41.7% | +40.1% |
| YTD | +93.6% | +23.5% | +70.1% | +77.5% |
| 1Y | +98.8% | +18.0% | +80.8% | +82.1% |
| 3Y | +73.6% | +236.1% | -162.5% | -0.5% |
| All | +320.2% | +529.3% | -209.1% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling