+143.5%
CVE vs DG
+111.9%
+31.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.1% | -3.0% | +3.0% | +0.2% |
| 30D | -10.8% | +8.6% | -19.4% | -11.4% |
| 3M | -4.3% | +15.0% | -19.4% | -5.3% |
| 6M | -1.5% | +32.7% | -34.1% | -3.7% |
| YTD | +70.7% | +5.5% | +65.2% | +69.5% |
| 1Y | +58.1% | +34.6% | +23.5% | +53.6% |
| 3Y | +69.8% | +24.2% | +45.6% | +63.0% |
| 5Y | +148.9% | -32.3% | +181.2% | +158.4% |
| 10Y | +143.5% | +111.1% | +32.4% | +96.2% |
| All | +143.5% | +111.9% | +31.6% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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