+637.0%
EWT vs CVE
+63.1%
+573.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.7% | -10.0% | +6.3% | -1.8% |
| 30D | -17.2% | -11.9% | -5.3% | -15.4% |
| 3M | -7.3% | -5.9% | -1.4% | -6.6% |
| 6M | -1.5% | -1.6% | +0.1% | -2.1% |
| YTD | +49.0% | +66.3% | -17.2% | +33.6% |
| 1Y | +50.6% | +57.5% | -6.9% | +36.2% |
| 3Y | +148.9% | +65.4% | +83.5% | +119.2% |
| 5Y | +116.1% | +144.2% | -28.1% | +71.3% |
| 10Y | +427.8% | +135.5% | +292.3% | +267.4% |
| All | +637.0% | +63.1% | +573.9% | +435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling