+146.9%
CVE vs DTE
+151.2%
-4.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.9% |
| 7D | +4.6% | +3.2% | +1.4% | +2.6% |
| 30D | -12.0% | +8.5% | -20.5% | -16.6% |
| 3M | -3.8% | +1.3% | -5.1% | -5.0% |
| 6M | -2.7% | -0.7% | -2.0% | -3.4% |
| YTD | +73.6% | +10.6% | +63.0% | +59.9% |
| 1Y | +62.0% | +2.6% | +59.4% | +56.5% |
| 3Y | +72.7% | +56.5% | +16.2% | +21.5% |
| 5Y | +153.9% | +46.7% | +107.2% | +81.1% |
| All | +146.9% | +151.2% | -4.2% | +66.0% |
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