+21.9%
DIS vs CVE
+159.5%
-137.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.6% | +2.5% | -5.1% | -3.1% |
| 30D | +3.5% | +16.7% | -13.2% | +0.2% |
| 3M | +6.8% | +9.3% | -2.4% | +4.3% |
| 6M | +3.0% | +43.6% | -40.6% | -5.5% |
| YTD | -6.7% | +93.6% | -100.3% | -19.9% |
| 1Y | -10.1% | +98.8% | -108.8% | -23.4% |
| 3Y | +33.0% | +73.6% | -40.6% | +14.2% |
| 5Y | -40.0% | +312.5% | -352.5% | -58.0% |
| All | +21.9% | +159.5% | -137.6% | -29.4% |
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 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