+409.7%
DUK vs CVE
+89.9%
+319.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | 0.0% | +2.5% | -2.5% | -0.2% |
| 30D | -1.7% | +16.7% | -18.4% | -2.7% |
| 3M | -0.4% | +9.3% | -9.7% | -1.1% |
| 6M | -7.2% | +43.6% | -50.8% | -9.6% |
| YTD | +5.3% | +93.6% | -88.3% | +0.5% |
| 1Y | +3.0% | +98.8% | -95.8% | -1.9% |
| 3Y | +53.1% | +73.6% | -20.5% | +46.0% |
| 5Y | +37.9% | +312.5% | -274.5% | +21.6% |
| 10Y | +124.8% | +161.0% | -36.2% | +89.0% |
| All | +409.7% | +89.9% | +319.8% | +328.1% |
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