+2,662.4%
DELL vs CVE
+149.3%
+2,513.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.8% | -7.3% |
| 7D | +4.9% | +5.9% | -1.1% | +3.5% |
| 30D | -32.1% | -10.9% | -21.2% | -30.2% |
| 3M | -30.2% | -4.5% | -25.7% | -29.7% |
| 6M | +41.7% | -1.0% | +42.7% | +40.8% |
| YTD | +176.6% | +74.7% | +101.8% | +139.1% |
| 1Y | +159.9% | +65.8% | +94.1% | +127.1% |
| 3Y | +388.0% | +73.2% | +314.8% | +316.5% |
| 5Y | +578.2% | +155.6% | +422.6% | +420.1% |
| All | +2,662.4% | +149.3% | +2,513.1% | +1,599.1% |
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 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