+11.5%
IEFA vs CVE
+61.2%
-49.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.6% |
| 7D | +1.3% | +4.6% | -3.4% | +1.5% |
| 30D | +0.1% | -12.0% | +12.1% | -0.6% |
| 3M | -4.2% | -3.8% | -0.4% | -4.4% |
| 6M | +1.9% | -2.7% | +4.6% | +2.0% |
| YTD | +9.9% | +73.6% | -63.7% | +8.2% |
| 1Y | +11.5% | +62.0% | -50.5% | +9.7% |
| All | +11.5% | +61.2% | -49.7% | +9.7% |
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 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