+66.0%
CVE vs DG
+34.9%
+31.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.9% |
| 7D | -16.1% | +1.1% | -17.2% | -15.8% |
| 30D | -10.4% | +9.5% | -19.9% | -9.6% |
| 3M | -2.4% | +5.5% | -7.8% | -1.8% |
| 6M | -4.4% | +16.1% | -20.5% | -3.1% |
| YTD | +64.9% | +2.7% | +62.3% | +67.4% |
| 1Y | +66.0% | +42.1% | +23.9% | +64.3% |
| All | +66.0% | +34.9% | +31.1% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling