+130.1%
CVE vs DD
+105.4%
+24.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -3.2% |
| 7D | -10.1% | +9.8% | -19.9% | -15.7% |
| 30D | -12.1% | +19.3% | -31.4% | -22.1% |
| 3M | -1.9% | +9.4% | -11.2% | -8.3% |
| 6M | -1.8% | +4.8% | -6.6% | -7.1% |
| YTD | +65.8% | +30.2% | +35.5% | +32.0% |
| 1Y | +60.8% | +32.2% | +28.6% | +26.4% |
| 3Y | +70.1% | +93.1% | -23.0% | -3.8% |
| 5Y | +134.8% | +68.0% | +66.8% | +42.4% |
| 10Y | +130.1% | +98.5% | +31.6% | -3.9% |
| All | +130.1% | +105.4% | +24.7% | -3.9% |
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