+7.3%
DT vs CVE
+71.6%
-64.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -3.3% | +2.5% | -5.8% | -3.5% |
| 30D | +2.0% | +16.7% | -14.7% | +0.5% |
| 3M | +20.0% | +9.3% | +10.7% | +18.9% |
| 6M | +39.3% | +43.6% | -4.3% | +32.9% |
| YTD | +19.8% | +93.6% | -73.8% | +9.2% |
| 1Y | +4.3% | +98.8% | -94.5% | -5.5% |
| All | +7.3% | +71.6% | -64.3% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling