+130.1%
CVE vs DG
+128.5%
+1.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | -10.1% | +0.7% | -10.7% | -10.1% |
| 30D | -12.1% | +7.4% | -19.5% | -12.6% |
| 3M | -1.9% | +8.5% | -10.4% | -2.5% |
| 6M | -1.8% | +21.9% | -23.7% | -3.5% |
| YTD | +65.8% | +4.9% | +60.9% | +64.7% |
| 1Y | +60.8% | +40.4% | +20.4% | +55.7% |
| 3Y | +70.1% | +23.5% | +46.6% | +63.4% |
| 5Y | +134.8% | -32.3% | +167.1% | +143.5% |
| 10Y | +130.1% | +119.3% | +10.8% | +91.3% |
| All | +130.1% | +128.5% | +1.6% | +91.3% |
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