+34.7%
DIS vs CVE
+137.5%
-102.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.9% |
| 7D | +5.7% | -14.1% | +19.8% | +8.6% |
| 30D | +12.7% | -11.6% | +24.3% | +15.0% |
| 3M | +15.2% | 0.0% | +15.2% | +14.4% |
| 6M | +17.6% | -8.4% | +25.9% | +18.0% |
| YTD | +3.8% | +65.9% | -62.1% | -8.6% |
| 1Y | +6.8% | +69.4% | -62.6% | -6.5% |
| 3Y | +42.1% | +55.9% | -13.8% | +24.0% |
| 5Y | -31.2% | +146.2% | -177.3% | -46.8% |
| All | +34.7% | +137.5% | -102.8% | -21.3% |
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