+1,221.2%
DAL vs CVE
+67.4%
+1,153.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -7.6% | +14.8% | +9.1% |
| 7D | +11.1% | -12.1% | +23.1% | +14.3% |
| 30D | +7.7% | -9.8% | +17.5% | +9.8% |
| 3M | -3.5% | -0.7% | -2.8% | -4.4% |
| 6M | +31.3% | -4.3% | +35.6% | +29.8% |
| YTD | +30.0% | +70.6% | -40.6% | +8.4% |
| 1Y | +62.1% | +73.2% | -11.1% | +34.3% |
| 3Y | +176.6% | +60.3% | +116.3% | +128.8% |
| 5Y | +126.2% | +159.3% | -33.1% | +56.8% |
| 10Y | +135.1% | +147.4% | -12.3% | +27.5% |
| All | +1,221.2% | +67.4% | +1,153.9% | +587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling