+134.5%
CVE vs DRI
+367.2%
-232.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -16.1% | +2.8% | -18.9% | -17.4% |
| 30D | -10.4% | +13.3% | -23.6% | -15.7% |
| 3M | -2.4% | +8.2% | -10.5% | -6.7% |
| 6M | -4.4% | +17.5% | -22.0% | -13.1% |
| YTD | +64.9% | +26.9% | +38.0% | +42.5% |
| 1Y | +66.0% | +31.6% | +34.5% | +40.3% |
| 3Y | +57.7% | +67.0% | -9.3% | +14.1% |
| 5Y | +144.7% | +72.9% | +71.8% | +68.2% |
| All | +134.5% | +367.2% | -232.7% | +7.9% |
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