+146.4%
IEFA vs CVE
+136.7%
+9.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.0% |
| 7D | +1.1% | -10.1% | +11.1% | +2.6% |
| 30D | +1.2% | -12.1% | +13.3% | +3.0% |
| 3M | -3.4% | -1.9% | -1.5% | -3.5% |
| 6M | +2.0% | -1.8% | +3.9% | +1.5% |
| YTD | +11.0% | +65.8% | -54.8% | +1.1% |
| 1Y | +15.2% | +60.8% | -45.6% | +5.4% |
| 3Y | +68.4% | +70.1% | -1.7% | +50.0% |
| 5Y | +48.4% | +134.8% | -86.4% | +22.5% |
| 10Y | +146.4% | +130.1% | +16.3% | +70.6% |
| All | +146.4% | +136.7% | +9.7% | +70.6% |
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 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