-100.0%
DFNS vs CVE
+148.3%
-248.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.7% | -16.9% | -20.0% |
| 7D | -37.4% | -14.1% | -23.4% | -38.8% |
| 30D | -65.8% | -11.6% | -54.2% | -66.4% |
| 3M | -95.0% | 0.0% | -95.1% | -95.0% |
| 6M | -95.8% | -8.4% | -87.4% | -95.8% |
| YTD | -99.5% | +65.9% | -165.5% | -99.5% |
| 1Y | -99.7% | +69.4% | -169.2% | -99.7% |
| 3Y | -100.0% | +55.9% | -155.9% | -100.0% |
| 5Y | -100.0% | +146.2% | -246.1% | -100.0% |
| All | -100.0% | +148.3% | -248.3% | -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 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