+63.6%
VXUS vs CVE
+54.6%
+9.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -3.4% |
| 7D | -3.4% | -14.1% | +10.7% | -2.0% |
| 30D | -5.8% | -11.6% | +5.8% | -4.8% |
| 3M | -6.4% | 0.0% | -6.5% | -6.9% |
| 6M | -2.5% | -8.4% | +5.9% | -2.1% |
| YTD | +7.9% | +65.9% | -58.0% | -2.3% |
| 1Y | +11.5% | +69.4% | -57.9% | +0.4% |
| All | +63.6% | +54.6% | +9.0% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling