+143.0%
EFA vs CVE
+161.7%
-18.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | +0.9% | +16.7% | -15.9% | -1.5% |
| 3M | +4.9% | +9.3% | -4.4% | +3.1% |
| 6M | +8.6% | +43.6% | -35.0% | +1.9% |
| YTD | +14.6% | +93.6% | -79.0% | +2.4% |
| 1Y | +22.6% | +98.8% | -76.1% | +8.9% |
| 3Y | +66.5% | +73.6% | -7.1% | +48.5% |
| 5Y | +54.5% | +312.5% | -257.9% | +17.4% |
| All | +143.0% | +161.7% | -18.7% | +66.4% |
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