-27.3%
DHR vs CVE
+317.2%
-344.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.9% | +2.5% | -6.4% | -4.1% |
| 30D | +4.0% | +16.7% | -12.7% | +2.4% |
| 3M | +11.5% | +9.3% | +2.2% | +10.4% |
| 6M | +1.9% | +43.6% | -41.7% | -2.7% |
| YTD | -8.9% | +93.6% | -102.5% | -16.3% |
| 1Y | +5.1% | +98.8% | -93.6% | -4.0% |
| 3Y | -10.3% | +73.6% | -83.9% | -19.2% |
| All | -27.3% | +317.2% | -344.5% | -32.7% |
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