+428.8%
DINO vs CVE
+132.7%
+296.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -12.9% | -10.0% | -2.9% | -8.3% |
| 30D | -18.6% | -11.9% | -6.7% | -13.5% |
| 3M | +16.6% | -5.9% | +22.6% | +20.3% |
| 6M | +38.2% | -1.6% | +39.7% | +38.9% |
| YTD | +119.3% | +66.3% | +53.1% | +72.3% |
| 1Y | +84.3% | +57.5% | +26.8% | +48.3% |
| 3Y | +107.1% | +65.4% | +41.7% | +60.6% |
| 5Y | +249.9% | +144.2% | +105.8% | +122.0% |
| 10Y | +428.8% | +135.5% | +293.3% | +166.7% |
| All | +428.8% | +132.7% | +296.1% | +166.7% |
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