+4.8%
DASH vs CVE
+437.7%
-432.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -7.6% | +16.0% | +9.1% |
| 7D | +17.2% | -12.1% | +29.2% | +18.6% |
| 30D | +3.6% | -9.8% | +13.3% | +4.4% |
| 3M | -1.9% | -0.7% | -1.2% | -2.5% |
| 6M | +15.1% | -4.3% | +19.4% | +14.4% |
| YTD | -12.3% | +70.6% | -82.9% | -21.3% |
| 1Y | -17.2% | +73.2% | -90.4% | -26.0% |
| 3Y | +114.7% | +60.3% | +54.4% | +88.8% |
| 5Y | -4.3% | +159.3% | -163.6% | -21.3% |
| All | +4.8% | +437.7% | -432.9% | -24.6% |
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 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