+142.2%
VXUS vs CVE
+132.7%
+9.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.5% | -10.0% | +10.5% | +2.1% |
| 30D | -2.5% | -11.9% | +9.3% | -0.8% |
| 3M | -4.6% | -5.9% | +1.3% | -4.1% |
| 6M | -2.6% | -1.6% | -1.1% | -3.2% |
| YTD | +10.4% | +66.3% | -55.9% | +0.2% |
| 1Y | +12.9% | +57.5% | -44.6% | +3.3% |
| 3Y | +68.4% | +65.4% | +3.0% | +50.3% |
| 5Y | +47.7% | +144.2% | -96.5% | +20.5% |
| 10Y | +142.2% | +135.5% | +6.7% | +67.2% |
| All | +142.2% | +132.7% | +9.5% | +67.2% |
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