-5.1%
DASH vs CVE
+422.9%
-428.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -9.1% |
| 7D | +0.5% | -14.1% | +14.6% | +2.0% |
| 30D | -7.1% | -11.6% | +4.5% | -6.1% |
| 3M | -13.2% | 0.0% | -13.2% | -13.9% |
| 6M | +8.3% | -8.4% | +16.7% | +8.3% |
| YTD | -20.6% | +65.9% | -86.5% | -28.5% |
| 1Y | -24.4% | +69.4% | -93.8% | -32.3% |
| 3Y | +94.5% | +55.9% | +38.6% | +71.7% |
| 5Y | -9.4% | +146.2% | -155.6% | -25.2% |
| All | -5.1% | +422.9% | -428.0% | -31.4% |
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