+203.6%
EFA vs CVE
+63.1%
+140.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +1.2% | -10.0% | +11.2% | +3.3% |
| 30D | +0.9% | -11.9% | +12.8% | +3.2% |
| 3M | -3.4% | -5.9% | +2.6% | -2.7% |
| 6M | +2.0% | -1.6% | +3.5% | +1.3% |
| YTD | +10.4% | +66.3% | -55.9% | -2.3% |
| 1Y | +13.3% | +57.5% | -44.2% | +1.2% |
| 3Y | +65.9% | +65.4% | +0.5% | +43.6% |
| 5Y | +51.5% | +144.2% | -92.7% | +16.1% |
| 10Y | +144.1% | +135.5% | +8.6% | +61.5% |
| All | +203.6% | +63.1% | +140.5% | +109.3% |
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