+87.8%
DT vs CVE
+266.3%
-178.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +3.1% | +5.9% | -2.8% | +2.1% |
| 30D | -29.5% | -10.9% | -18.7% | -28.2% |
| 3M | -11.7% | -4.5% | -7.2% | -11.3% |
| 6M | +29.0% | -1.0% | +30.0% | +28.2% |
| YTD | +3.4% | +74.7% | -71.4% | -8.4% |
| 1Y | -4.2% | +65.8% | -70.1% | -14.3% |
| 3Y | -12.8% | +73.2% | -86.0% | -24.3% |
| 5Y | -39.6% | +155.6% | -195.2% | -52.6% |
| All | +87.8% | +266.3% | -178.4% | +19.8% |
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