+196.8%
EWY vs CVE
+136.1%
+60.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | -10.4% | -16.1% | +5.7% | -7.6% |
| 30D | -25.4% | -10.4% | -15.0% | -24.1% |
| 3M | -16.5% | -2.4% | -14.2% | -16.5% |
| 6M | -24.7% | -4.4% | -20.3% | -24.7% |
| YTD | +40.9% | +64.9% | -24.0% | +26.6% |
| 1Y | +49.8% | +66.0% | -16.2% | +34.3% |
| 3Y | +134.8% | +57.7% | +77.2% | +108.5% |
| 5Y | +91.4% | +144.7% | -53.3% | +52.4% |
| All | +196.8% | +136.1% | +60.6% | +91.5% |
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