+605.8%
DIA vs CVE
+62.8%
+543.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.1% |
| 7D | -1.6% | -14.1% | +12.4% | +0.9% |
| 30D | 0.0% | -11.6% | +11.6% | +1.9% |
| 3M | -4.9% | 0.0% | -5.0% | -5.4% |
| 6M | +5.0% | -8.4% | +13.4% | +5.7% |
| YTD | +8.2% | +65.9% | -57.7% | -3.0% |
| 1Y | +10.3% | +69.4% | -59.1% | -1.7% |
| 3Y | +58.4% | +55.9% | +2.4% | +40.6% |
| 5Y | +54.3% | +146.2% | -91.8% | +21.3% |
| 10Y | +248.6% | +140.6% | +107.9% | +134.5% |
| All | +605.8% | +62.8% | +543.0% | +386.4% |
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 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