+248.5%
DHR vs CVE
+147.6%
+100.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +2.6% | +4.6% | -2.1% | +2.2% |
| 30D | +4.2% | -12.0% | +16.2% | +5.2% |
| 3M | +13.0% | -3.8% | +16.8% | +13.2% |
| 6M | +40.2% | -2.7% | +42.9% | +39.9% |
| YTD | +2.0% | +73.6% | -71.6% | -3.9% |
| 1Y | +6.6% | +62.0% | -55.4% | +1.1% |
| 3Y | +19.9% | +72.7% | -52.8% | +11.5% |
| 5Y | -11.7% | +153.9% | -165.7% | -21.3% |
| All | +248.5% | +147.6% | +100.8% | +177.0% |
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