+24.7%
VWO vs CVE
+142.8%
-118.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -0.4% | -16.1% | +15.7% | +1.7% |
| 30D | -7.6% | -10.4% | +2.8% | -6.5% |
| 3M | -7.6% | -2.4% | -5.2% | -7.7% |
| 6M | -8.7% | -4.4% | -4.3% | -8.8% |
| YTD | +3.2% | +64.9% | -61.8% | -6.0% |
| 1Y | +3.6% | +66.0% | -62.4% | -5.8% |
| 3Y | +51.8% | +57.7% | -5.8% | +36.2% |
| All | +24.7% | +142.8% | -118.1% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling