+98.7%
DE vs CVE
+142.8%
-44.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | -0.6% | -16.1% | +15.6% | +3.6% |
| 30D | +2.3% | -10.4% | +12.6% | +4.7% |
| 3M | +9.5% | -2.4% | +11.9% | +9.6% |
| 6M | +14.1% | -4.4% | +18.5% | +14.0% |
| YTD | +45.4% | +64.9% | -19.5% | +23.9% |
| 1Y | +42.9% | +66.0% | -23.1% | +21.2% |
| 3Y | +84.8% | +57.7% | +27.2% | +54.3% |
| All | +98.7% | +142.8% | -44.1% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling