+138.5%
EFA vs CVE
+136.1%
+2.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.4% | -16.1% | +14.7% | +1.0% |
| 30D | -1.2% | -10.4% | +9.2% | +0.2% |
| 3M | -5.1% | -2.4% | -2.7% | -5.1% |
| 6M | -1.2% | -4.4% | +3.2% | -1.3% |
| YTD | +7.8% | +64.9% | -57.2% | -1.7% |
| 1Y | +12.2% | +66.0% | -53.9% | +2.1% |
| 3Y | +61.5% | +57.7% | +3.9% | +45.8% |
| 5Y | +45.8% | +144.7% | -99.0% | +19.8% |
| All | +138.5% | +136.1% | +2.4% | +65.8% |
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 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