+371.1%
EWT vs CVE
+136.1%
+235.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | -11.7% | -16.1% | +4.4% | -9.6% |
| 30D | -23.2% | -10.4% | -12.8% | -22.1% |
| 3M | -12.5% | -2.4% | -10.1% | -12.4% |
| 6M | -5.9% | -4.4% | -1.5% | -5.9% |
| YTD | +40.5% | +64.9% | -24.5% | +28.9% |
| 1Y | +43.7% | +66.0% | -22.3% | +31.6% |
| 3Y | +136.6% | +57.7% | +79.0% | +115.2% |
| 5Y | +105.1% | +144.7% | -39.6% | +71.8% |
| All | +371.1% | +136.1% | +235.0% | +244.6% |
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 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