+18.6%
DIA vs CVE
+99.6%
-81.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.6% |
| 7D | -0.2% | +2.5% | -2.7% | 0.0% |
| 30D | -1.5% | +16.7% | -18.3% | -0.6% |
| 3M | +3.8% | +9.3% | -5.5% | +4.6% |
| 6M | +10.3% | +43.6% | -33.3% | +11.1% |
| YTD | +12.1% | +93.6% | -81.5% | +11.9% |
| 1Y | +18.6% | +98.8% | -80.1% | +19.4% |
| All | +18.6% | +99.6% | -81.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling