+34.3%
DLR vs CVE
+317.2%
-283.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | -3.4% | +16.7% | -20.1% | -4.9% |
| 3M | +0.5% | +9.3% | -8.8% | -0.6% |
| 6M | +4.6% | +43.6% | -39.0% | -0.2% |
| YTD | +23.4% | +93.6% | -70.2% | +13.4% |
| 1Y | +19.0% | +98.8% | -79.7% | +9.0% |
| 3Y | +56.5% | +73.6% | -17.1% | +42.3% |
| All | +34.3% | +317.2% | -283.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling