+220.4%
VEA vs CVE
+61.8%
+158.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.2% | -16.1% | +13.9% | +1.2% |
| 30D | -3.4% | -10.4% | +7.0% | -1.4% |
| 3M | -5.6% | -2.4% | -3.3% | -5.6% |
| 6M | -3.4% | -4.4% | +1.0% | -3.6% |
| YTD | +9.7% | +64.9% | -55.2% | -3.1% |
| 1Y | +15.4% | +66.0% | -50.7% | +1.6% |
| 3Y | +68.5% | +57.7% | +10.9% | +46.7% |
| 5Y | +49.6% | +144.7% | -95.1% | +13.8% |
| 10Y | +154.3% | +139.2% | +15.1% | +65.3% |
| All | +220.4% | +61.8% | +158.6% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling