+159.8%
VXUS vs CVE
+20.4%
+139.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -3.1% |
| 7D | -3.4% | -14.1% | +10.7% | -0.7% |
| 30D | -5.8% | -11.6% | +5.8% | -3.8% |
| 3M | -6.4% | 0.0% | -6.5% | -6.9% |
| 6M | -2.5% | -8.4% | +5.9% | -1.8% |
| YTD | +7.9% | +65.9% | -58.0% | -4.3% |
| 1Y | +11.5% | +69.4% | -57.9% | -1.7% |
| 3Y | +63.4% | +55.9% | +7.5% | +43.6% |
| 5Y | +42.9% | +146.2% | -103.2% | +10.1% |
| 10Y | +138.9% | +140.6% | -1.8% | +58.6% |
| All | +159.8% | +20.4% | +139.4% | +120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling