+55.0%
EWZ vs CVE
+317.2%
-262.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +6.5% | +2.5% | +4.0% | +5.9% |
| 30D | +4.8% | +16.7% | -11.9% | +1.0% |
| 3M | +9.9% | +9.3% | +0.6% | +7.2% |
| 6M | +1.9% | +43.6% | -41.7% | -7.7% |
| YTD | +20.3% | +93.6% | -73.3% | +0.7% |
| 1Y | +35.6% | +98.8% | -63.1% | +12.4% |
| 3Y | +43.4% | +73.6% | -30.2% | +19.6% |
| All | +55.0% | +317.2% | -262.2% | -1.7% |
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