+91.4%
DE vs CVE
+68.0%
+23.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.3% | -10.0% | +13.3% | +5.4% |
| 30D | +10.7% | -11.9% | +22.6% | +13.4% |
| 3M | +13.1% | -5.9% | +19.1% | +14.2% |
| 6M | +20.2% | -1.6% | +21.8% | +19.4% |
| YTD | +48.9% | +66.3% | -17.4% | +26.7% |
| 1Y | +46.6% | +57.5% | -10.9% | +26.4% |
| 3Y | +91.4% | +65.4% | +26.0% | +56.4% |
| All | +91.4% | +68.0% | +23.4% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling