+89.9%
CVE vs DAR
+715.9%
-626.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -0.9% |
| 7D | +2.5% | +1.4% | +1.1% | +1.8% |
| 30D | +16.7% | +12.8% | +3.9% | +9.9% |
| 3M | +9.3% | +7.4% | +1.9% | +5.3% |
| 6M | +43.6% | +22.3% | +21.3% | +29.9% |
| YTD | +93.6% | +81.1% | +12.5% | +45.2% |
| 1Y | +98.8% | +106.5% | -7.7% | +38.1% |
| 3Y | +73.6% | +5.3% | +68.3% | +56.7% |
| 5Y | +312.5% | -11.5% | +324.0% | +291.6% |
| 10Y | +161.0% | +353.3% | -192.3% | +9.4% |
| All | +89.9% | +715.9% | -626.0% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling