+1,756.8%
DE vs CVE
+62.8%
+1,694.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.3% |
| 7D | +0.5% | -14.1% | +14.6% | +4.2% |
| 30D | -2.9% | -11.6% | +8.8% | -0.1% |
| 3M | +8.6% | 0.0% | +8.6% | +8.1% |
| 6M | +15.8% | -8.4% | +24.2% | +16.9% |
| YTD | +43.6% | +65.9% | -22.3% | +23.6% |
| 1Y | +41.6% | +69.4% | -27.8% | +21.0% |
| 3Y | +80.7% | +55.9% | +24.7% | +54.2% |
| 5Y | +99.3% | +146.2% | -46.8% | +46.0% |
| 10Y | +777.0% | +140.6% | +636.4% | +436.4% |
| All | +1,756.8% | +62.8% | +1,694.0% | +1,061.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling