+47.3%
DLR vs CVE
+53.7%
-6.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.6% | -16.1% | +12.5% | -1.7% |
| 30D | -3.5% | -10.4% | +6.9% | -2.4% |
| 3M | -8.9% | -2.4% | -6.5% | -9.1% |
| 6M | -11.6% | -4.4% | -7.1% | -11.8% |
| YTD | +14.9% | +64.9% | -50.0% | +3.5% |
| 1Y | +6.4% | +66.0% | -59.6% | -4.3% |
| 3Y | +47.3% | +57.7% | -10.4% | +26.5% |
| All | +47.3% | +53.7% | -6.5% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling