+99.2%
DE vs CVE
+317.2%
-218.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.9% |
| 3M | +17.5% | +9.3% | +8.2% | +14.2% |
| 6M | +13.6% | +43.6% | -30.0% | +1.6% |
| YTD | +49.8% | +93.6% | -43.8% | +23.2% |
| 1Y | +47.9% | +98.8% | -50.9% | +20.1% |
| 3Y | +72.5% | +73.6% | -1.1% | +41.4% |
| All | +99.2% | +317.2% | -218.0% | +22.8% |
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