+130.1%
CVE vs DAR
+288.2%
-158.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.9% |
| 7D | -10.1% | -2.8% | -7.3% | -8.7% |
| 30D | -12.1% | -12.8% | +0.7% | -5.6% |
| 3M | -1.9% | -11.6% | +9.7% | +4.3% |
| 6M | -1.8% | -16.8% | +14.9% | +7.4% |
| YTD | +65.8% | +45.9% | +19.9% | +36.1% |
| 1Y | +60.8% | +61.5% | -0.6% | +24.6% |
| 3Y | +70.1% | +23.0% | +47.2% | +40.3% |
| 5Y | +134.8% | -35.8% | +170.6% | +166.7% |
| 10Y | +130.1% | +280.4% | -150.3% | -7.3% |
| All | +130.1% | +288.2% | -158.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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