+755.9%
DE vs CVE
+149.3%
+606.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | +0.3% | +5.9% | -5.7% | -1.0% |
| 30D | +3.6% | -10.9% | +14.4% | +6.0% |
| 3M | +10.2% | -4.5% | +14.8% | +11.0% |
| 6M | +16.6% | -1.0% | +17.5% | +15.6% |
| YTD | +45.8% | +74.7% | -28.9% | +26.1% |
| 1Y | +43.9% | +65.8% | -21.9% | +25.8% |
| 3Y | +89.6% | +73.2% | +16.4% | +60.8% |
| 5Y | +100.3% | +155.6% | -55.3% | +51.8% |
| All | +755.9% | +149.3% | +606.6% | +413.4% |
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