+59.6%
DHI vs CVE
+327.8%
-268.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.2% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -8.3% | +17.5% | -25.8% | -9.4% |
| 3M | -3.7% | +16.2% | -19.9% | -4.9% |
| 6M | -5.4% | +47.8% | -53.1% | -9.4% |
| YTD | -3.0% | +98.5% | -101.5% | -10.5% |
| 1Y | -23.8% | +109.8% | -133.6% | -30.3% |
| 3Y | +21.8% | +75.5% | -53.7% | +11.7% |
| 5Y | +59.6% | +341.6% | -282.0% | +29.1% |
| All | +59.6% | +327.8% | -268.2% | +29.1% |
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 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