+148.2%
IEFA vs CVE
+144.4%
+3.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +1.3% | -10.8% | +12.1% | +2.8% |
| 3M | -3.2% | -4.3% | +1.2% | -2.9% |
| 6M | +2.0% | -1.5% | +3.5% | +1.5% |
| YTD | +10.7% | +70.7% | -60.0% | +0.4% |
| 1Y | +13.0% | +58.1% | -45.1% | +3.6% |
| 3Y | +67.1% | +69.8% | -2.7% | +49.0% |
| 5Y | +49.4% | +148.9% | -99.5% | +22.3% |
| 10Y | +148.2% | +143.5% | +4.6% | +71.2% |
| All | +148.2% | +144.4% | +3.8% | +71.2% |
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