+162.3%
CVE vs DRI
+361.6%
-199.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +16.7% | +3.8% | +12.9% | +14.5% |
| 3M | +9.3% | +13.0% | -3.7% | +2.2% |
| 6M | +43.6% | +8.3% | +35.3% | +35.9% |
| YTD | +93.6% | +20.6% | +73.0% | +72.6% |
| 1Y | +98.8% | +6.5% | +92.3% | +86.9% |
| 3Y | +73.6% | +53.7% | +19.9% | +31.7% |
| 5Y | +312.5% | +72.7% | +239.8% | +184.7% |
| All | +162.3% | +361.6% | -199.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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