+73.2%
CVE vs DRI
+53.9%
+19.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +2.5% | +0.6% | +1.9% | +2.5% |
| 30D | +16.7% | +3.8% | +12.9% | +16.4% |
| 3M | +9.3% | +13.0% | -3.7% | +7.9% |
| 6M | +43.6% | +8.3% | +35.3% | +42.4% |
| YTD | +93.6% | +20.6% | +73.0% | +87.2% |
| 1Y | +98.8% | +6.5% | +92.3% | +97.6% |
| All | +73.2% | +53.9% | +19.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling