+96.1%
DT vs CVE
+257.6%
-161.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +0.8% |
| 7D | -25.5% | -12.1% | -13.4% | -23.8% |
| 30D | -22.3% | -9.8% | -12.5% | -21.0% |
| 3M | +2.3% | -0.7% | +3.1% | +2.0% |
| 6M | +20.7% | -4.3% | +25.0% | +20.7% |
| YTD | +7.9% | +70.6% | -62.7% | -3.9% |
| 1Y | -5.7% | +73.2% | -78.9% | -16.4% |
| 3Y | -1.8% | +60.3% | -62.2% | -13.5% |
| 5Y | -39.7% | +159.3% | -199.0% | -52.8% |
| All | +96.1% | +257.6% | -161.4% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling