+62.8%
CVE vs DAR
+534.5%
-471.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -1.3% |
| 7D | -14.1% | -8.1% | -6.0% | -10.4% |
| 30D | -11.6% | -17.1% | +5.5% | -3.2% |
| 3M | 0.0% | -12.3% | +12.3% | +6.4% |
| 6M | -8.4% | -21.8% | +13.4% | +2.8% |
| YTD | +65.9% | +40.8% | +25.1% | +40.6% |
| 1Y | +69.4% | +57.4% | +12.1% | +35.4% |
| 3Y | +55.9% | +12.1% | +43.8% | +37.1% |
| 5Y | +146.2% | -40.2% | +186.4% | +184.1% |
| 10Y | +140.6% | +280.1% | -139.4% | +10.3% |
| All | +62.8% | +534.5% | -471.8% | -43.8% |
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