+101.9%
EEM vs CVE
+61.8%
+40.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -2.8% | -16.1% | +13.3% | +0.9% |
| 30D | -11.9% | -10.4% | -1.6% | -10.0% |
| 3M | -8.8% | -2.4% | -6.4% | -8.8% |
| 6M | -11.6% | -4.4% | -7.2% | -11.8% |
| YTD | +9.0% | +64.9% | -55.9% | -4.8% |
| 1Y | +10.6% | +66.0% | -55.5% | -3.8% |
| 3Y | +64.4% | +57.7% | +6.7% | +41.4% |
| 5Y | +31.0% | +144.7% | -113.7% | -3.3% |
| 10Y | +105.6% | +139.2% | -33.6% | +27.8% |
| All | +101.9% | +61.8% | +40.1% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling