+147.3%
VXUS vs CVE
+159.5%
-12.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.0% | +2.5% | -1.5% | +0.6% |
| 30D | +2.2% | +16.7% | -14.5% | -0.4% |
| 3M | +3.0% | +9.3% | -6.3% | +1.2% |
| 6M | +10.7% | +43.6% | -32.9% | +3.6% |
| YTD | +17.8% | +93.6% | -75.7% | +4.8% |
| 1Y | +27.6% | +98.8% | -71.2% | +12.6% |
| 3Y | +73.3% | +73.6% | -0.3% | +53.8% |
| 5Y | +54.3% | +312.5% | -258.1% | +15.9% |
| All | +147.3% | +159.5% | -12.2% | +68.3% |
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