+173.5%
CVE vs DGX
+244.3%
-70.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.0% | -2.2% | +4.2% | +2.5% |
| 30D | +13.2% | -0.9% | +14.1% | +13.4% |
| 3M | +21.7% | +15.6% | +6.1% | +17.1% |
| 6M | +48.4% | +17.8% | +30.6% | +41.6% |
| YTD | +100.1% | +37.5% | +62.6% | +82.7% |
| 1Y | +107.8% | +31.2% | +76.7% | +92.0% |
| 3Y | +76.9% | +96.6% | -19.7% | +42.4% |
| 5Y | +346.2% | +64.9% | +281.3% | +273.7% |
| 10Y | +173.5% | +254.6% | -81.1% | +77.8% |
| All | +173.5% | +244.3% | -70.8% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling