+57.7%
CVE vs DTE
+49.5%
+8.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -16.1% | -0.3% | -15.8% | -16.1% |
| 30D | -10.4% | +6.2% | -16.5% | -11.4% |
| 3M | -2.4% | -2.6% | +0.2% | -1.9% |
| 6M | -4.4% | -3.5% | -0.9% | -4.1% |
| YTD | +64.9% | +7.4% | +57.6% | +60.1% |
| 1Y | +66.0% | +4.2% | +61.8% | +62.4% |
| 3Y | +57.7% | +51.7% | +5.9% | +42.4% |
| All | +57.7% | +49.5% | +8.2% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling