+42.7%
VXUS vs CVE
+142.8%
-100.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.8% | -16.1% | +14.4% | +0.6% |
| 30D | -4.6% | -10.4% | +5.8% | -3.3% |
| 3M | -6.1% | -2.4% | -3.7% | -6.2% |
| 6M | -4.9% | -4.4% | -0.5% | -5.0% |
| YTD | +8.1% | +64.9% | -56.9% | -2.3% |
| 1Y | +12.1% | +66.0% | -53.9% | +1.1% |
| 3Y | +63.9% | +57.7% | +6.2% | +45.8% |
| All | +42.7% | +142.8% | -100.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling