+237.8%
EWY vs CVE
+144.4%
+93.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.7% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -13.1% | -10.8% | -2.3% | -11.4% |
| 3M | -11.6% | -4.3% | -7.3% | -11.2% |
| 6M | -23.4% | -1.5% | -21.9% | -23.8% |
| YTD | +52.0% | +70.7% | -18.7% | +35.8% |
| 1Y | +58.6% | +58.1% | +0.5% | +43.5% |
| 3Y | +163.3% | +69.8% | +93.5% | +130.8% |
| 5Y | +108.7% | +148.9% | -40.3% | +65.6% |
| 10Y | +237.8% | +143.5% | +94.3% | +119.4% |
| All | +237.8% | +144.4% | +93.4% | +119.4% |
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 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