+62.8%
CVE vs DRI
+1,235.9%
-1,173.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -14.1% | +3.7% | -17.8% | -15.7% |
| 30D | -11.6% | +13.5% | -25.1% | -16.8% |
| 3M | 0.0% | +10.4% | -10.3% | -5.1% |
| 6M | -8.4% | +19.5% | -27.9% | -17.0% |
| YTD | +65.9% | +28.2% | +37.7% | +43.6% |
| 1Y | +69.4% | +31.0% | +38.4% | +44.5% |
| 3Y | +55.9% | +67.1% | -11.2% | +15.0% |
| 5Y | +146.2% | +74.7% | +71.5% | +72.2% |
| 10Y | +140.6% | +376.2% | -235.5% | +2.5% |
| All | +62.8% | +1,235.9% | -1,173.2% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling