+341.6%
CVE vs DGX
+66.8%
+274.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +17.5% | -1.2% | +18.7% | +17.6% |
| 3M | +16.2% | +19.9% | -3.7% | +14.6% |
| 6M | +47.8% | +19.2% | +28.5% | +45.7% |
| YTD | +98.5% | +37.5% | +61.0% | +92.8% |
| 1Y | +109.8% | +31.3% | +78.5% | +104.7% |
| 3Y | +75.5% | +96.6% | -21.2% | +62.4% |
| 5Y | +341.6% | +64.3% | +277.3% | +304.4% |
| All | +341.6% | +66.8% | +274.7% | +304.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling