+245.2%
DHR vs CVE
+144.4%
+100.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +6.4% | -10.8% | +17.2% | +7.3% |
| 3M | +13.6% | -4.3% | +18.0% | +13.8% |
| 6M | +41.9% | -1.5% | +43.3% | +41.4% |
| YTD | +3.4% | +70.7% | -67.3% | -2.4% |
| 1Y | +9.9% | +58.1% | -48.2% | +4.4% |
| 3Y | +21.6% | +69.8% | -48.3% | +13.2% |
| 5Y | -10.6% | +148.9% | -159.5% | -20.2% |
| 10Y | +245.2% | +143.5% | +101.6% | +174.0% |
| All | +245.2% | +144.4% | +100.8% | +174.0% |
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