-5.9%
DT vs CVE
+59.0%
-64.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -20.2% | -10.1% | -10.2% | -20.6% |
| 30D | -30.8% | -12.1% | -18.7% | -31.0% |
| 3M | -10.2% | -1.9% | -8.3% | -9.7% |
| 6M | +8.0% | -1.8% | +9.9% | +9.5% |
| YTD | +1.5% | +65.8% | -64.3% | +7.4% |
| All | -5.9% | +59.0% | -64.9% | +1.0% |
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