+116.6%
VWO vs CVE
+167.0%
-50.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.2% | +2.0% | -1.8% | -0.2% |
| 30D | +0.9% | +13.2% | -12.3% | -1.1% |
| 3M | +4.3% | +21.7% | -17.4% | +0.8% |
| 6M | +10.5% | +48.4% | -37.8% | +3.0% |
| YTD | +13.4% | +100.1% | -86.7% | +0.3% |
| 1Y | +18.6% | +107.8% | -89.3% | +4.1% |
| 3Y | +65.8% | +76.9% | -11.1% | +46.8% |
| 5Y | +35.2% | +346.2% | -311.0% | -0.1% |
| 10Y | +116.6% | +173.5% | -56.9% | +47.3% |
| All | +116.6% | +167.0% | -50.3% | +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