-5.5%
DT vs CVE
+60.9%
-66.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -0.9% | +1.8% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -32.2% | -10.8% | -21.4% | -32.5% |
| 3M | -10.9% | -4.3% | -6.6% | -10.7% |
| 6M | +10.0% | -1.5% | +11.4% | +11.4% |
| YTD | +2.1% | +70.7% | -68.6% | +8.4% |
| 1Y | -5.5% | +58.1% | -63.6% | +2.1% |
| All | -5.5% | +60.9% | -66.4% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling