+110.2%
VWO vs CVE
+61.8%
+48.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -0.4% | -16.1% | +15.7% | +3.3% |
| 30D | -7.6% | -10.4% | +2.8% | -5.7% |
| 3M | -7.6% | -2.4% | -5.2% | -7.6% |
| 6M | -8.7% | -4.4% | -4.3% | -8.8% |
| YTD | +3.2% | +64.9% | -61.8% | -9.5% |
| 1Y | +3.6% | +66.0% | -62.4% | -9.4% |
| 3Y | +51.8% | +57.7% | -5.8% | +31.3% |
| 5Y | +26.0% | +144.7% | -118.7% | -6.0% |
| 10Y | +99.3% | +139.2% | -39.9% | +26.0% |
| All | +110.2% | +61.8% | +48.4% | +40.4% |
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