+67.4%
CVE vs DRI
+1,247.3%
-1,179.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.1% | -12.8% | -9.9% |
| 7D | -12.1% | +6.5% | -18.6% | -14.7% |
| 30D | -9.8% | +16.4% | -26.2% | -16.0% |
| 3M | -0.7% | +13.6% | -14.4% | -7.1% |
| 6M | -4.3% | +22.0% | -26.3% | -14.1% |
| YTD | +70.6% | +29.3% | +41.3% | +47.1% |
| 1Y | +73.2% | +32.0% | +41.1% | +47.2% |
| 3Y | +60.3% | +68.5% | -8.2% | +17.8% |
| 5Y | +159.3% | +86.3% | +73.0% | +75.6% |
| 10Y | +147.4% | +380.2% | -232.8% | +5.0% |
| All | +67.4% | +1,247.3% | -1,179.9% | -54.0% |
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