+239.8%
EW vs CVE
+136.7%
+103.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +12.3% | -10.1% | +22.3% | +13.4% |
| 30D | +22.9% | -12.1% | +35.0% | +24.3% |
| 3M | +16.7% | -1.9% | +18.6% | +16.5% |
| 6M | +31.0% | -1.8% | +32.8% | +30.4% |
| YTD | +22.8% | +65.8% | -43.0% | +14.9% |
| 1Y | +25.6% | +60.8% | -35.3% | +17.8% |
| 3Y | +62.0% | +70.1% | -8.2% | +48.5% |
| 5Y | -12.8% | +134.8% | -147.5% | -25.3% |
| 10Y | +239.8% | +130.1% | +109.7% | +144.3% |
| All | +239.8% | +136.7% | +103.1% | +144.3% |
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 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