+118.1%
DAL vs CVE
+137.5%
-19.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.6% |
| 7D | +4.6% | -14.1% | +18.6% | +8.4% |
| 30D | +2.3% | -11.6% | +13.9% | +5.0% |
| 3M | -8.1% | 0.0% | -8.1% | -9.2% |
| 6M | +21.4% | -8.4% | +29.8% | +21.3% |
| YTD | +24.3% | +65.9% | -41.6% | +3.0% |
| 1Y | +47.4% | +69.4% | -22.0% | +21.0% |
| 3Y | +164.6% | +55.9% | +108.7% | +116.8% |
| 5Y | +100.2% | +146.2% | -45.9% | +35.9% |
| All | +118.1% | +137.5% | -19.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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