+135.5%
CVE vs DD
+100.9%
+34.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | -10.0% | +2.2% | -12.2% | -11.3% |
| 30D | -11.9% | +20.7% | -32.5% | -22.4% |
| 3M | -5.9% | +11.3% | -17.3% | -13.1% |
| 6M | -1.6% | +6.0% | -7.5% | -7.5% |
| YTD | +66.3% | +31.7% | +34.6% | +31.4% |
| 1Y | +57.5% | +32.2% | +25.3% | +23.8% |
| 3Y | +65.4% | +92.7% | -27.3% | -6.2% |
| 5Y | +144.2% | +72.1% | +72.1% | +45.5% |
| 10Y | +135.5% | +99.7% | +35.9% | -1.7% |
| All | +135.5% | +100.9% | +34.6% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling