+82.1%
DT vs CVE
+245.7%
-163.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -24.7% | -16.1% | -8.6% | -22.3% |
| 30D | -27.4% | -10.4% | -17.0% | -26.0% |
| 3M | -11.1% | -2.4% | -8.7% | -11.0% |
| 6M | +13.7% | -4.4% | +18.1% | +13.7% |
| YTD | +0.2% | +64.9% | -64.7% | -10.2% |
| 1Y | -5.7% | +66.0% | -71.7% | -15.7% |
| 3Y | -8.1% | +57.7% | -65.8% | -18.8% |
| 5Y | -43.1% | +144.7% | -187.8% | -55.0% |
| All | +82.1% | +245.7% | -163.6% | +17.3% |
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