-100.0%
DFNS vs CVE
+571.8%
-671.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.2% | -5.4% |
| 7D | -6.0% | +5.9% | -11.9% | -5.5% |
| 30D | -71.2% | -10.9% | -60.3% | -71.5% |
| 3M | -94.5% | -4.5% | -90.0% | -94.5% |
| 6M | -96.5% | -1.0% | -95.6% | -96.5% |
| YTD | -99.6% | +74.7% | -174.4% | -99.6% |
| 1Y | -99.7% | +65.8% | -165.5% | -99.7% |
| 3Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 5Y | -100.0% | +155.6% | -255.6% | -100.0% |
| All | -100.0% | +571.8% | -671.7% | -100.0% |
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