+62.8%
CVE vs DG
+602.2%
-539.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -2.5% |
| 7D | -14.1% | +6.1% | -20.1% | -14.6% |
| 30D | -11.6% | +11.9% | -23.6% | -12.8% |
| 3M | 0.0% | +9.3% | -9.2% | -1.1% |
| 6M | -8.4% | +19.1% | -27.5% | -10.5% |
| YTD | +65.9% | +5.9% | +60.0% | +63.8% |
| 1Y | +69.4% | +39.8% | +29.6% | +61.5% |
| 3Y | +55.9% | +23.4% | +32.5% | +47.2% |
| 5Y | +146.2% | -33.3% | +179.4% | +152.8% |
| 10Y | +140.6% | +131.0% | +9.6% | +91.1% |
| All | +62.8% | +602.2% | -539.5% | -6.7% |
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