+117.6%
DT vs CVE
+305.8%
-188.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +20.0% | +9.3% | +10.7% | +17.5% |
| 6M | +39.3% | +43.6% | -4.3% | +29.1% |
| YTD | +19.8% | +93.6% | -73.8% | +4.5% |
| 1Y | +4.3% | +98.8% | -94.5% | -9.8% |
| 3Y | +7.7% | +73.6% | -65.9% | -6.4% |
| 5Y | -26.8% | +312.5% | -339.3% | -47.4% |
| All | +117.6% | +305.8% | -188.2% | +36.5% |
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