+98.5%
DAL vs CVE
+72.1%
+26.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.2% |
| 30D | -13.9% | +16.7% | -30.7% | -15.9% |
| 3M | +1.1% | +9.3% | -8.2% | -0.4% |
| 6M | +26.2% | +43.6% | -17.4% | +14.7% |
| YTD | +16.4% | +93.6% | -77.2% | -4.2% |
| 1Y | +33.9% | +98.8% | -64.9% | +8.4% |
| All | +98.5% | +72.1% | +26.4% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling