+119.3%
EWT vs CVE
+156.5%
-37.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | +13.2% | +4.6% | +8.6% | +12.5% |
| 30D | -14.3% | -12.0% | -2.3% | -12.8% |
| 3M | -8.4% | -3.8% | -4.6% | -8.2% |
| 6M | +3.7% | -2.7% | +6.4% | +3.5% |
| YTD | +53.1% | +73.6% | -20.5% | +36.8% |
| 1Y | +55.5% | +62.0% | -6.5% | +40.6% |
| 3Y | +155.6% | +72.7% | +82.9% | +123.0% |
| 5Y | +119.3% | +153.9% | -34.6% | +78.3% |
| All | +119.3% | +156.5% | -37.2% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling