+865.7%
DE vs CVE
+161.7%
+704.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | +10.0% | +2.5% | +7.5% | +9.4% |
| 30D | +13.3% | +16.7% | -3.4% | +9.4% |
| 3M | +17.5% | +9.3% | +8.2% | +14.5% |
| 6M | +13.6% | +43.6% | -30.0% | +3.3% |
| YTD | +49.8% | +93.6% | -43.8% | +27.1% |
| 1Y | +47.9% | +98.8% | -50.9% | +24.3% |
| 3Y | +72.5% | +73.6% | -1.1% | +46.6% |
| 5Y | +90.2% | +312.5% | -222.2% | +30.4% |
| All | +865.7% | +161.7% | +704.0% | +473.9% |
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 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