+144.8%
EFA vs CVE
+136.7%
+8.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +1.2% | -10.1% | +11.3% | +2.7% |
| 30D | +1.5% | -12.1% | +13.6% | +3.3% |
| 3M | -3.3% | -1.9% | -1.4% | -3.4% |
| 6M | +2.6% | -1.8% | +4.4% | +2.1% |
| YTD | +11.0% | +65.8% | -54.8% | +1.2% |
| 1Y | +15.1% | +60.8% | -45.7% | +5.4% |
| 3Y | +67.6% | +70.1% | -2.5% | +49.6% |
| 5Y | +50.5% | +134.8% | -84.3% | +24.6% |
| 10Y | +144.8% | +130.1% | +14.7% | +70.5% |
| All | +144.8% | +136.7% | +8.2% | +70.5% |
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