+73.2%
CVE vs DG
+9.1%
+64.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.3% |
| 7D | +2.5% | +8.4% | -5.9% | +2.6% |
| 30D | +16.7% | +4.9% | +11.8% | +16.8% |
| 3M | +9.3% | +29.3% | -20.1% | +9.5% |
| 6M | +43.6% | -11.3% | +54.9% | +44.3% |
| YTD | +93.6% | +1.8% | +91.8% | +94.2% |
| 1Y | +98.8% | +25.3% | +73.4% | +98.9% |
| All | +73.2% | +9.1% | +64.1% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling