+115.2%
VWO vs CVE
+62.6%
+52.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | +1.6% | -10.1% | +11.7% | +3.9% |
| 30D | -5.3% | -12.1% | +6.8% | -2.9% |
| 3M | -6.2% | -1.9% | -4.3% | -6.3% |
| 6M | -6.2% | -1.8% | -4.4% | -6.9% |
| YTD | +5.6% | +65.8% | -60.2% | -7.4% |
| 1Y | +6.2% | +60.8% | -54.7% | -6.5% |
| 3Y | +57.5% | +70.1% | -12.6% | +33.9% |
| 5Y | +28.0% | +134.8% | -106.7% | -3.6% |
| 10Y | +101.8% | +130.1% | -28.3% | +29.7% |
| All | +115.2% | +62.6% | +52.6% | +43.6% |
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