+656.6%
DLR vs CVE
+67.4%
+589.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.6% | +10.2% | +3.4% |
| 7D | +2.8% | -12.1% | +14.9% | +4.2% |
| 30D | +2.8% | -9.8% | +12.6% | +3.8% |
| 3M | -4.0% | -0.7% | -3.3% | -4.2% |
| 6M | -5.6% | -4.3% | -1.3% | -5.7% |
| YTD | +21.9% | +70.6% | -48.6% | +13.8% |
| 1Y | +13.0% | +73.2% | -60.1% | +5.3% |
| 3Y | +52.2% | +60.3% | -8.1% | +41.4% |
| 5Y | +40.3% | +159.3% | -119.0% | +21.3% |
| 10Y | +186.1% | +147.4% | +38.7% | +127.3% |
| All | +656.6% | +67.4% | +589.3% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling