+54.4%
VXUS vs CVE
+317.2%
-262.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +3.0% | +9.3% | -6.3% | +1.4% |
| 6M | +10.7% | +43.6% | -32.9% | +3.6% |
| YTD | +17.8% | +93.6% | -75.7% | +4.6% |
| 1Y | +27.6% | +98.8% | -71.2% | +12.4% |
| 3Y | +73.3% | +73.6% | -0.3% | +52.9% |
| All | +54.4% | +317.2% | -262.9% | +15.2% |
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 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