+125.1%
DUK vs CVE
+170.0%
-44.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -2.0% | +17.5% | -19.5% | -2.9% |
| 3M | +0.2% | +16.2% | -16.0% | -0.6% |
| 6M | -6.9% | +47.8% | -54.7% | -8.9% |
| YTD | +6.1% | +98.5% | -92.3% | +2.2% |
| 1Y | +4.4% | +109.8% | -105.3% | +0.2% |
| 3Y | +49.1% | +75.5% | -26.3% | +43.6% |
| 5Y | +39.6% | +341.6% | -302.0% | +25.6% |
| 10Y | +125.1% | +159.8% | -34.6% | +86.6% |
| All | +125.1% | +170.0% | -44.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling