+762.6%
DE vs CVE
+147.6%
+614.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.2% |
| 7D | +2.3% | +4.6% | -2.3% | +1.3% |
| 30D | +4.4% | -12.0% | +16.4% | +7.2% |
| 3M | +9.8% | -3.8% | +13.6% | +10.3% |
| 6M | +15.8% | -2.7% | +18.5% | +15.3% |
| YTD | +47.0% | +73.6% | -26.6% | +27.3% |
| 1Y | +42.8% | +62.0% | -19.2% | +25.6% |
| 3Y | +88.9% | +72.7% | +16.2% | +60.3% |
| 5Y | +101.9% | +153.9% | -52.0% | +53.2% |
| All | +762.6% | +147.6% | +614.9% | +418.2% |
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