+196.4%
EFA vs CVE
+61.8%
+134.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.4% | -16.1% | +14.7% | +1.9% |
| 30D | -1.2% | -10.4% | +9.2% | +0.7% |
| 3M | -5.1% | -2.4% | -2.7% | -5.1% |
| 6M | -1.2% | -4.4% | +3.2% | -1.4% |
| YTD | +7.8% | +64.9% | -57.2% | -4.5% |
| 1Y | +12.2% | +66.0% | -53.9% | -0.9% |
| 3Y | +61.5% | +57.7% | +3.9% | +41.1% |
| 5Y | +45.8% | +144.7% | -99.0% | +11.6% |
| 10Y | +141.8% | +139.2% | +2.6% | +58.9% |
| All | +196.4% | +61.8% | +134.6% | +104.6% |
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