-13.2%
EWZ vs CVE
+67.4%
-80.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +4.1% |
| 7D | -4.1% | -12.1% | +8.0% | -0.3% |
| 30D | -25.0% | -9.8% | -15.2% | -22.8% |
| 3M | -10.6% | -0.7% | -9.9% | -11.3% |
| 6M | -16.6% | -4.3% | -12.3% | -16.9% |
| YTD | +2.5% | +70.6% | -68.1% | -16.7% |
| 1Y | +8.1% | +73.2% | -65.1% | -12.7% |
| 3Y | +20.4% | +60.3% | -39.9% | -3.5% |
| 5Y | +62.7% | +159.3% | -96.6% | +3.9% |
| 10Y | +52.6% | +147.4% | -94.8% | -21.9% |
| All | -13.2% | +67.4% | -80.6% | -52.7% |
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 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