+109.6%
EEM vs CVE
+136.7%
-27.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -0.1% | -10.1% | +9.9% | +1.5% |
| 30D | -8.6% | -12.1% | +3.5% | -6.9% |
| 3M | -7.0% | -1.9% | -5.2% | -7.1% |
| 6M | -9.7% | -1.8% | -7.9% | -10.2% |
| YTD | +12.1% | +65.8% | -53.7% | +1.4% |
| 1Y | +14.1% | +60.8% | -46.8% | +3.6% |
| 3Y | +72.1% | +70.1% | +2.0% | +52.2% |
| 5Y | +34.1% | +134.8% | -100.7% | +9.0% |
| 10Y | +109.6% | +130.1% | -20.5% | +44.3% |
| All | +109.6% | +136.7% | -27.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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