+158.0%
VEA vs CVE
+136.7%
+21.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.9% |
| 7D | +0.4% | -10.1% | +10.5% | +2.0% |
| 30D | -0.7% | -12.1% | +11.5% | +1.2% |
| 3M | -3.9% | -1.9% | -2.0% | -4.0% |
| 6M | -0.6% | -1.8% | +1.3% | -1.1% |
| YTD | +12.9% | +65.8% | -52.9% | +2.5% |
| 1Y | +18.4% | +60.8% | -42.5% | +7.8% |
| 3Y | +75.3% | +70.1% | +5.1% | +55.5% |
| 5Y | +54.3% | +134.8% | -80.4% | +26.6% |
| 10Y | +158.0% | +130.1% | +27.9% | +77.5% |
| All | +158.0% | +136.7% | +21.4% | +77.5% |
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