+62.8%
CVE vs DD
+334.3%
-271.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -0.3% |
| 7D | -14.1% | +3.1% | -17.2% | -16.0% |
| 30D | -11.6% | +8.7% | -20.4% | -16.6% |
| 3M | 0.0% | -1.2% | +1.3% | -0.1% |
| 6M | -8.4% | -1.1% | -7.3% | -10.0% |
| YTD | +65.9% | +21.7% | +44.2% | +39.5% |
| 1Y | +69.4% | +24.0% | +45.4% | +40.2% |
| 3Y | +55.9% | +75.6% | -19.7% | -2.3% |
| 5Y | +146.2% | +58.2% | +88.0% | +60.7% |
| 10Y | +140.6% | +88.0% | +52.6% | +34.8% |
| All | +62.8% | +334.3% | -271.6% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling