+57.1%
CVE vs DG
+40.4%
+16.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.8% |
| 7D | -10.1% | +0.7% | -10.7% | -9.7% |
| 30D | -12.1% | +7.4% | -19.5% | -11.3% |
| 3M | -1.9% | +8.5% | -10.4% | -0.9% |
| 6M | -1.8% | +21.9% | -23.7% | +0.1% |
| YTD | +65.8% | +4.9% | +60.9% | +68.8% |
| All | +57.1% | +40.4% | +16.7% | +55.4% |
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