+83.2%
DT vs CVE
+247.8%
-164.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.8% | -6.1% |
| 7D | -28.3% | -14.1% | -14.3% | -26.4% |
| 30D | -28.4% | -11.6% | -16.8% | -26.9% |
| 3M | -14.1% | 0.0% | -14.1% | -14.4% |
| 6M | +13.2% | -8.4% | +21.5% | +14.0% |
| YTD | +0.8% | +65.9% | -65.1% | -9.8% |
| 1Y | -7.8% | +69.4% | -77.2% | -17.9% |
| 3Y | -8.3% | +55.9% | -64.2% | -18.8% |
| 5Y | -42.7% | +146.2% | -188.9% | -54.7% |
| All | +83.2% | +247.8% | -164.5% | +17.9% |
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