+53.3%
DIA vs CVE
+142.8%
-89.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.9% | -16.1% | +15.2% | +1.0% |
| 30D | +0.3% | -10.4% | +10.6% | +1.4% |
| 3M | -4.5% | -2.4% | -2.1% | -4.6% |
| 6M | +3.4% | -4.4% | +7.8% | +3.2% |
| YTD | +7.8% | +64.9% | -57.2% | -1.4% |
| 1Y | +10.7% | +66.0% | -55.3% | +1.1% |
| 3Y | +57.5% | +57.7% | -0.1% | +41.6% |
| All | +53.3% | +142.8% | -89.5% | +26.5% |
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