+134.5%
CVE vs DD
+87.9%
+46.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.3% |
| 7D | -16.1% | +4.6% | -20.8% | -18.8% |
| 30D | -10.4% | +11.8% | -22.2% | -17.0% |
| 3M | -2.4% | +2.2% | -4.5% | -4.6% |
| 6M | -4.4% | -1.6% | -2.8% | -5.7% |
| YTD | +64.9% | +23.0% | +41.9% | +36.4% |
| 1Y | +66.0% | +26.9% | +39.1% | +34.0% |
| 3Y | +57.7% | +77.9% | -20.2% | -5.6% |
| 5Y | +144.7% | +59.9% | +84.8% | +53.2% |
| All | +134.5% | +87.9% | +46.6% | -0.3% |
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