+57.1%
CVE vs DRI
+32.5%
+24.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +1.0% |
| 7D | -10.1% | +3.1% | -13.2% | -9.0% |
| 30D | -12.1% | +16.2% | -28.4% | -8.3% |
| 3M | -1.9% | +8.4% | -10.2% | +0.7% |
| 6M | -1.8% | +19.0% | -20.8% | +4.5% |
| YTD | +65.8% | +28.8% | +37.0% | +82.8% |
| All | +57.1% | +32.5% | +24.6% | +75.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling