+135.5%
CVE vs DGX
+288.5%
-153.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -10.0% | +4.6% | -14.6% | -11.0% |
| 30D | -11.9% | +11.9% | -23.7% | -14.4% |
| 3M | -5.9% | +9.2% | -15.1% | -8.2% |
| 6M | -1.6% | +39.0% | -40.5% | -10.0% |
| YTD | +66.3% | +51.4% | +14.8% | +47.7% |
| 1Y | +57.5% | +42.6% | +14.9% | +42.3% |
| 3Y | +65.4% | +105.9% | -40.5% | +31.6% |
| 5Y | +144.2% | +96.6% | +47.6% | +92.9% |
| 10Y | +135.5% | +286.0% | -150.5% | +49.2% |
| All | +135.5% | +288.5% | -153.0% | +49.2% |
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