+89.9%
CVE vs DG
+574.5%
-484.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.5% |
| 7D | +2.5% | +8.4% | -5.9% | +1.7% |
| 30D | +16.7% | +4.9% | +11.8% | +16.1% |
| 3M | +9.3% | +29.3% | -20.1% | +6.1% |
| 6M | +43.6% | -11.3% | +54.9% | +45.0% |
| YTD | +93.6% | +1.8% | +91.8% | +92.3% |
| 1Y | +98.8% | +25.3% | +73.4% | +92.2% |
| 3Y | +73.6% | +9.1% | +64.5% | +66.9% |
| 5Y | +312.5% | -34.9% | +347.4% | +325.0% |
| 10Y | +161.0% | +108.2% | +52.9% | +110.9% |
| All | +89.9% | +574.5% | -484.6% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling