+215.2%
EFA vs CVE
+89.9%
+125.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | +0.9% | +16.7% | -15.9% | -2.3% |
| 3M | +4.9% | +9.3% | -4.4% | +2.5% |
| 6M | +8.6% | +43.6% | -35.0% | -0.2% |
| YTD | +14.6% | +93.6% | -79.0% | -1.2% |
| 1Y | +22.6% | +98.8% | -76.1% | +4.7% |
| 3Y | +66.5% | +73.6% | -7.1% | +43.2% |
| 5Y | +54.5% | +312.5% | -257.9% | +6.0% |
| 10Y | +144.8% | +161.0% | -16.3% | +59.8% |
| All | +215.2% | +89.9% | +125.3% | +111.6% |
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