+160.4%
VEA vs CVE
+147.6%
+12.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +1.8% | +4.6% | -2.8% | +1.1% |
| 30D | -0.9% | -12.0% | +11.1% | +0.9% |
| 3M | -5.0% | -3.8% | -1.3% | -4.8% |
| 6M | 0.0% | -2.7% | +2.7% | -0.3% |
| YTD | +12.2% | +73.6% | -61.4% | +1.1% |
| 1Y | +14.7% | +62.0% | -47.3% | +4.4% |
| 3Y | +73.2% | +72.7% | +0.5% | +53.3% |
| 5Y | +53.7% | +153.9% | -100.2% | +24.5% |
| All | +160.4% | +147.6% | +12.8% | +78.1% |
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