+162.4%
DLR vs CVE
+136.1%
+26.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.6% | -16.1% | +12.5% | -2.3% |
| 30D | -3.5% | -10.4% | +6.9% | -2.7% |
| 3M | -8.9% | -2.4% | -6.5% | -8.9% |
| 6M | -11.6% | -4.4% | -7.1% | -11.6% |
| YTD | +14.9% | +64.9% | -50.0% | +9.6% |
| 1Y | +6.4% | +66.0% | -59.6% | +1.5% |
| 3Y | +47.3% | +57.7% | -10.4% | +39.6% |
| 5Y | +32.8% | +144.7% | -111.9% | +21.2% |
| All | +162.4% | +136.1% | +26.2% | +120.2% |
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