+71.6%
CVE vs DTE
+48.5%
+23.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +16.7% | -2.6% | +19.3% | +17.3% |
| 3M | +9.3% | -3.9% | +13.2% | +9.9% |
| 6M | +43.6% | -7.9% | +51.5% | +45.6% |
| YTD | +93.6% | +7.2% | +86.4% | +88.1% |
| 1Y | +98.8% | +3.1% | +95.7% | +94.9% |
| All | +71.6% | +48.5% | +23.2% | +52.4% |
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