+7.4%
DASH vs CVE
+317.2%
-309.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.5% |
| 7D | -10.6% | +2.5% | -13.1% | -10.9% |
| 30D | +2.2% | +16.7% | -14.6% | 0.0% |
| 3M | +32.3% | +9.3% | +23.0% | +30.3% |
| 6M | +19.1% | +43.6% | -24.5% | +11.5% |
| YTD | -6.5% | +93.6% | -100.1% | -17.3% |
| 1Y | -14.9% | +98.8% | -113.6% | -25.3% |
| 3Y | +151.9% | +73.6% | +78.3% | +118.9% |
| All | +7.4% | +317.2% | -309.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling