+56.6%
EWZ vs CVE
+148.3%
-91.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | -4.2% | -14.1% | +9.9% | -1.1% |
| 30D | -26.1% | -11.6% | -14.5% | -24.4% |
| 3M | -12.0% | 0.0% | -12.1% | -12.8% |
| 6M | -19.3% | -8.4% | -10.9% | -18.7% |
| YTD | +0.9% | +65.9% | -65.0% | -13.2% |
| 1Y | +3.4% | +69.4% | -66.0% | -11.7% |
| 3Y | +18.6% | +55.9% | -37.3% | +0.6% |
| 5Y | +56.6% | +146.2% | -89.6% | +14.6% |
| All | +56.6% | +148.3% | -91.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling