+57.5%
CVE vs DGX
+47.5%
+10.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.2% |
| 7D | -10.0% | +4.6% | -14.6% | -9.6% |
| 30D | -11.9% | +11.9% | -23.7% | -11.1% |
| 3M | -5.9% | +9.2% | -15.1% | -5.2% |
| 6M | -1.6% | +39.0% | -40.5% | +0.1% |
| YTD | +66.3% | +51.4% | +14.8% | +62.3% |
| 1Y | +57.5% | +42.6% | +14.9% | +57.3% |
| All | +57.5% | +47.5% | +10.0% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling