+614.8%
DLR vs CVE
+62.8%
+552.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.2% |
| 7D | -4.5% | -14.1% | +9.6% | -3.0% |
| 30D | -5.4% | -11.6% | +6.2% | -4.2% |
| 3M | -9.8% | 0.0% | -9.8% | -10.0% |
| 6M | -10.0% | -8.4% | -1.6% | -9.6% |
| YTD | +15.2% | +65.9% | -50.7% | +7.9% |
| 1Y | +7.9% | +69.4% | -61.5% | +0.7% |
| 3Y | +43.8% | +55.9% | -12.1% | +34.0% |
| 5Y | +33.2% | +146.2% | -113.0% | +15.8% |
| 10Y | +170.3% | +140.6% | +29.7% | +115.4% |
| All | +614.8% | +62.8% | +552.1% | +468.6% |
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