+496.5%
EWT vs CVE
+161.7%
+334.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | +4.0% | +2.5% | +1.5% | +3.6% |
| 30D | +10.3% | +16.7% | -6.4% | +7.8% |
| 3M | +6.1% | +9.3% | -3.2% | +4.5% |
| 6M | +56.6% | +43.6% | +13.0% | +47.5% |
| YTD | +76.6% | +93.6% | -17.0% | +58.7% |
| 1Y | +97.9% | +98.8% | -0.9% | +76.8% |
| 3Y | +198.0% | +73.6% | +124.4% | +167.5% |
| 5Y | +151.8% | +312.5% | -160.7% | +96.2% |
| All | +496.5% | +161.7% | +334.8% | +327.6% |
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