+57.7%
CVE vs DGX
+102.3%
-44.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -16.1% | +1.5% | -17.6% | -16.1% |
| 30D | -10.4% | +12.6% | -23.0% | -10.5% |
| 3M | -2.4% | +7.6% | -9.9% | -2.4% |
| 6M | -4.4% | +36.2% | -40.6% | -5.1% |
| YTD | +64.9% | +49.8% | +15.2% | +62.2% |
| 1Y | +66.0% | +47.3% | +18.8% | +63.6% |
| 3Y | +57.7% | +102.1% | -44.4% | +46.0% |
| All | +57.7% | +102.3% | -44.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling