-26.7%
DT vs CVE
+317.2%
-343.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | +2.0% | +16.7% | -14.7% | -0.7% |
| 3M | +20.0% | +9.3% | +10.7% | +17.7% |
| 6M | +39.3% | +43.6% | -4.3% | +29.2% |
| YTD | +19.8% | +93.6% | -73.8% | +4.3% |
| 1Y | +4.3% | +98.8% | -94.5% | -10.0% |
| 3Y | +7.7% | +73.6% | -65.9% | -7.0% |
| All | -26.7% | +317.2% | -343.9% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling