+133.1%
VWO vs CVE
+89.9%
+43.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +1.1% | +2.5% | -1.4% | +0.5% |
| 30D | +2.4% | +16.7% | -14.3% | -1.1% |
| 3M | +2.0% | +9.3% | -7.3% | -0.5% |
| 6M | +10.7% | +43.6% | -32.9% | +1.0% |
| YTD | +14.4% | +93.6% | -79.2% | -2.6% |
| 1Y | +22.7% | +98.8% | -76.0% | +3.5% |
| 3Y | +64.2% | +73.6% | -9.4% | +39.5% |
| 5Y | +35.8% | +312.5% | -276.7% | -10.3% |
| 10Y | +114.7% | +161.0% | -46.3% | +35.0% |
| All | +133.1% | +89.9% | +43.2% | +51.1% |
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