+153.0%
EWT vs CVE
+317.2%
-164.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +4.0% | +2.5% | +1.5% | +3.6% |
| 30D | +10.3% | +16.7% | -6.4% | +7.7% |
| 3M | +6.1% | +9.3% | -3.2% | +4.4% |
| 6M | +56.6% | +43.6% | +13.0% | +46.2% |
| YTD | +76.6% | +93.6% | -17.0% | +55.8% |
| 1Y | +97.9% | +98.8% | -0.9% | +73.3% |
| 3Y | +198.0% | +73.6% | +124.4% | +160.6% |
| All | +153.0% | +317.2% | -164.2% | +88.4% |
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