+159.5%
CVE vs DTE
+46.4%
+113.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +5.9% | +3.4% | +2.5% | +5.0% |
| 30D | -10.9% | +8.9% | -19.7% | -13.1% |
| 3M | -4.5% | +1.1% | -5.6% | -4.9% |
| 6M | -1.0% | +0.1% | -1.1% | -1.4% |
| YTD | +74.7% | +11.1% | +63.7% | +67.4% |
| 1Y | +65.8% | +4.9% | +60.9% | +61.8% |
| 3Y | +73.2% | +58.6% | +14.6% | +44.2% |
| All | +159.5% | +46.4% | +113.1% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling