+1,466.1%
DHR vs CVE
+61.8%
+1,404.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | -0.9% | -16.1% | +15.3% | +1.3% |
| 30D | +5.4% | -10.4% | +15.8% | +6.7% |
| 3M | +15.3% | -2.4% | +17.7% | +15.4% |
| 6M | +32.1% | -4.4% | +36.6% | +32.0% |
| YTD | +1.2% | +64.9% | -63.8% | -6.5% |
| 1Y | +10.1% | +66.0% | -55.9% | +1.6% |
| 3Y | +19.9% | +57.7% | -37.8% | +9.6% |
| 5Y | -8.8% | +144.7% | -153.5% | -23.1% |
| 10Y | +255.3% | +139.2% | +116.1% | +169.7% |
| All | +1,466.1% | +61.8% | +1,404.3% | +1,148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling