+89.9%
CVE vs DGX
+440.8%
-350.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +2.5% | -2.3% | +4.8% | +3.2% |
| 30D | +16.7% | +0.6% | +16.2% | +16.5% |
| 3M | +9.3% | +21.4% | -12.1% | +2.0% |
| 6M | +43.6% | +14.7% | +28.9% | +36.2% |
| YTD | +93.6% | +38.4% | +55.1% | +71.7% |
| 1Y | +98.8% | +34.0% | +64.8% | +77.8% |
| 3Y | +73.6% | +92.7% | -19.1% | +33.1% |
| 5Y | +312.5% | +67.7% | +244.8% | +226.4% |
| 10Y | +161.0% | +248.0% | -87.0% | +42.1% |
| All | +89.9% | +440.8% | -350.9% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling