+421.4%
EWT vs CVE
+136.7%
+284.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.1% |
| 7D | -5.0% | -10.1% | +5.1% | -3.6% |
| 30D | -16.3% | -12.1% | -4.2% | -14.9% |
| 3M | -7.2% | -1.9% | -5.3% | -7.2% |
| 6M | -0.5% | -1.8% | +1.4% | -0.9% |
| YTD | +50.6% | +65.8% | -15.2% | +38.0% |
| 1Y | +54.8% | +60.8% | -6.0% | +42.5% |
| 3Y | +155.5% | +70.1% | +85.3% | +129.8% |
| 5Y | +116.4% | +134.8% | -18.4% | +82.2% |
| 10Y | +421.4% | +130.1% | +291.3% | +284.8% |
| All | +421.4% | +136.7% | +284.7% | +284.8% |
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