+159.8%
CVE vs DTE
+138.6%
+21.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.0% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +17.5% | -1.9% | +19.4% | +18.7% |
| 3M | +16.2% | -3.3% | +19.5% | +18.1% |
| 6M | +47.8% | -7.1% | +54.9% | +53.0% |
| YTD | +98.5% | +8.1% | +90.4% | +86.3% |
| 1Y | +109.8% | +5.3% | +104.5% | +99.9% |
| 3Y | +75.5% | +48.2% | +27.3% | +28.8% |
| 5Y | +341.6% | +33.2% | +308.3% | +240.8% |
| 10Y | +159.8% | +137.5% | +22.3% | +65.5% |
| All | +159.8% | +138.6% | +21.2% | +65.5% |
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