+123.0%
DASH vs CVE
+59.0%
+64.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.6% | +16.0% | +8.5% |
| 7D | +17.2% | -12.1% | +29.2% | +17.5% |
| 30D | +3.6% | -9.8% | +13.3% | +3.7% |
| 3M | -1.9% | -0.7% | -1.2% | -2.6% |
| 6M | +15.1% | -4.3% | +19.4% | +14.5% |
| YTD | -12.3% | +70.6% | -82.9% | -21.9% |
| 1Y | -17.2% | +73.2% | -90.4% | -26.7% |
| All | +123.0% | +59.0% | +64.0% | +83.6% |
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