+98.8%
CVE vs DD
+41.5%
+57.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +2.5% | -3.5% | +6.0% | +2.3% |
| 30D | +16.7% | -10.3% | +27.0% | +16.0% |
| 3M | +9.3% | -7.5% | +16.8% | +9.0% |
| 6M | +43.6% | -8.0% | +51.6% | +43.9% |
| YTD | +93.6% | +10.5% | +83.1% | +93.4% |
| 1Y | +98.8% | +38.3% | +60.5% | +101.0% |
| All | +98.8% | +41.5% | +57.3% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling