+249.2%
DIA vs CVE
+159.5%
+89.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.2% | +2.5% | -2.7% | -0.6% |
| 30D | -1.5% | +16.7% | -18.3% | -4.0% |
| 3M | +3.8% | +9.3% | -5.5% | +1.9% |
| 6M | +10.3% | +43.6% | -33.3% | +3.1% |
| YTD | +12.1% | +93.6% | -81.5% | -0.5% |
| 1Y | +18.6% | +98.8% | -80.1% | +4.6% |
| 3Y | +60.6% | +73.6% | -13.0% | +42.3% |
| 5Y | +64.4% | +312.5% | -248.1% | +21.8% |
| All | +249.2% | +159.5% | +89.8% | +127.7% |
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 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