+81.1%
EWZ vs CVE
+159.5%
-78.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.5% | +2.5% | +4.0% | +5.8% |
| 30D | +4.8% | +16.7% | -11.9% | +0.3% |
| 3M | +9.9% | +9.3% | +0.6% | +6.6% |
| 6M | +1.9% | +43.6% | -41.7% | -9.1% |
| YTD | +20.3% | +93.6% | -73.3% | -1.7% |
| 1Y | +35.6% | +98.8% | -63.1% | +9.6% |
| 3Y | +43.4% | +73.6% | -30.2% | +17.2% |
| 5Y | +55.9% | +312.5% | -256.5% | -5.5% |
| All | +81.1% | +159.5% | -78.4% | +0.2% |
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