+247.9%
DHR vs CVE
+136.7%
+111.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +3.1% | -10.1% | +13.2% | +4.0% |
| 30D | +7.0% | -12.1% | +19.1% | +8.0% |
| 3M | +15.0% | -1.9% | +16.9% | +15.0% |
| 6M | +37.9% | -1.8% | +39.7% | +37.5% |
| YTD | +3.3% | +65.8% | -62.5% | -2.2% |
| 1Y | +12.8% | +60.8% | -48.0% | +7.0% |
| 3Y | +22.4% | +70.1% | -47.7% | +14.0% |
| 5Y | -9.1% | +134.8% | -143.8% | -18.4% |
| 10Y | +247.9% | +130.1% | +117.9% | +176.9% |
| All | +247.9% | +136.7% | +111.3% | +176.9% |
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