+130.1%
CVE vs DTE
+138.9%
-8.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.0% |
| 7D | -10.1% | +1.8% | -11.9% | -11.2% |
| 30D | -12.1% | +9.0% | -21.1% | -17.0% |
| 3M | -1.9% | -0.2% | -1.7% | -2.3% |
| 6M | -1.8% | +0.1% | -1.9% | -3.1% |
| YTD | +65.8% | +10.0% | +55.8% | +53.2% |
| 1Y | +60.8% | +4.7% | +56.2% | +53.4% |
| 3Y | +70.1% | +55.7% | +14.5% | +20.1% |
| 5Y | +134.8% | +45.1% | +89.6% | +68.6% |
| 10Y | +130.1% | +145.1% | -15.0% | +51.7% |
| All | +130.1% | +138.9% | -8.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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