+177.5%
DLR vs CVE
+136.7%
+40.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | +2.4% | -10.1% | +12.4% | +3.1% |
| 30D | +0.7% | -12.1% | +12.9% | +1.7% |
| 3M | -6.4% | -1.9% | -4.6% | -6.5% |
| 6M | -6.5% | -1.8% | -4.7% | -6.8% |
| YTD | +18.8% | +65.8% | -47.0% | +13.3% |
| 1Y | +9.0% | +60.8% | -51.8% | +4.2% |
| 3Y | +54.5% | +70.1% | -15.6% | +45.7% |
| 5Y | +35.8% | +134.8% | -98.9% | +24.2% |
| 10Y | +177.5% | +130.1% | +47.4% | +134.7% |
| All | +177.5% | +136.7% | +40.8% | +134.7% |
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