+112.0%
VWO vs CVE
+147.6%
-35.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | +4.0% | +4.6% | -0.6% | +3.3% |
| 30D | -5.4% | -12.0% | +6.6% | -3.7% |
| 3M | -6.4% | -3.8% | -2.6% | -6.2% |
| 6M | -4.7% | -2.7% | -2.0% | -5.0% |
| YTD | +5.3% | +73.6% | -68.3% | -5.0% |
| 1Y | +4.3% | +62.0% | -57.7% | -4.9% |
| 3Y | +55.9% | +72.7% | -16.8% | +38.3% |
| 5Y | +25.7% | +153.9% | -128.2% | +1.8% |
| All | +112.0% | +147.6% | -35.6% | +47.3% |
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