+144.2%
IEFA vs CVE
+170.0%
-25.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -0.6% | +17.5% | -18.1% | -3.1% |
| 3M | +6.2% | +16.2% | -10.0% | +3.5% |
| 6M | +11.2% | +47.8% | -36.6% | +3.8% |
| YTD | +14.2% | +98.5% | -84.3% | +1.5% |
| 1Y | +20.0% | +109.8% | -89.8% | +5.5% |
| 3Y | +68.8% | +75.5% | -6.7% | +50.1% |
| 5Y | +52.7% | +341.6% | -288.9% | +14.3% |
| 10Y | +144.2% | +159.8% | -15.6% | +67.6% |
| All | +144.2% | +170.0% | -25.8% | +67.6% |
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