+22.6%
IEFA vs CVE
+99.6%
-77.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | +0.7% |
| 30D | +1.0% | +16.7% | -15.7% | +1.6% |
| 3M | +4.7% | +9.3% | -4.6% | +5.3% |
| 6M | +8.6% | +43.6% | -35.0% | +8.3% |
| YTD | +14.8% | +93.6% | -78.7% | +12.7% |
| 1Y | +22.6% | +98.8% | -76.1% | +21.1% |
| All | +22.6% | +99.6% | -77.0% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling