+237.1%
DIA vs CVE
+144.4%
+92.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.3% | -10.8% | +12.1% | +2.9% |
| 3M | -2.1% | -4.3% | +2.3% | -1.8% |
| 6M | +6.2% | -1.5% | +7.7% | +5.6% |
| YTD | +10.3% | +70.7% | -60.4% | -0.4% |
| 1Y | +11.0% | +58.1% | -47.1% | +1.3% |
| 3Y | +60.4% | +69.8% | -9.5% | +42.1% |
| 5Y | +59.1% | +148.9% | -89.9% | +28.2% |
| 10Y | +237.1% | +143.5% | +93.5% | +121.6% |
| All | +237.1% | +144.4% | +92.6% | +121.6% |
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