+414.3%
DHI vs CVE
+167.0%
+247.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.3% | +2.0% | -4.3% | -2.6% |
| 30D | -5.3% | +13.2% | -18.5% | -7.1% |
| 3M | -7.8% | +21.7% | -29.5% | -10.9% |
| 6M | -5.4% | +48.4% | -53.7% | -12.0% |
| YTD | -2.7% | +100.1% | -102.8% | -14.1% |
| 1Y | -21.0% | +107.8% | -128.8% | -30.9% |
| 3Y | +22.2% | +76.9% | -54.7% | +7.8% |
| 5Y | +62.2% | +346.2% | -284.1% | +17.0% |
| 10Y | +414.3% | +173.5% | +240.8% | +208.5% |
| All | +414.3% | +167.0% | +247.3% | +208.5% |
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