+88.3%
DT vs CVE
+263.9%
-175.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +2.7% | +4.6% | -1.9% | +1.9% |
| 30D | -30.4% | -12.0% | -18.4% | -28.8% |
| 3M | -9.4% | -3.8% | -5.6% | -9.0% |
| 6M | +14.5% | -2.7% | +17.2% | +14.2% |
| YTD | +3.6% | +73.6% | -70.0% | -8.0% |
| 1Y | -3.4% | +62.0% | -65.5% | -13.2% |
| 3Y | -11.1% | +72.7% | -83.8% | -22.7% |
| 5Y | -39.5% | +153.9% | -193.4% | -52.4% |
| All | +88.3% | +263.9% | -175.6% | +20.2% |
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