+438.3%
EWY vs CVE
+89.9%
+348.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.9% |
| 7D | +4.8% | +2.5% | +2.3% | +4.2% |
| 30D | +11.7% | +16.7% | -5.1% | +7.6% |
| 3M | -7.4% | +9.3% | -16.7% | -9.6% |
| 6M | +40.6% | +43.6% | -3.0% | +27.6% |
| YTD | +94.3% | +93.6% | +0.7% | +64.1% |
| 1Y | +164.3% | +98.8% | +65.5% | +121.2% |
| 3Y | +221.0% | +73.6% | +147.4% | +170.6% |
| 5Y | +139.1% | +312.5% | -173.4% | +56.4% |
| 10Y | +298.8% | +161.0% | +137.8% | +144.0% |
| All | +438.3% | +89.9% | +348.4% | +240.9% |
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