+147.4%
CVE vs DOC
+19.9%
+127.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.8% | -8.9% |
| 7D | -12.1% | +8.7% | -20.8% | -15.1% |
| 30D | -9.8% | +7.6% | -17.4% | -12.8% |
| 3M | -0.7% | -5.3% | +4.6% | +0.8% |
| 6M | -4.3% | +27.6% | -31.9% | -15.8% |
| YTD | +70.6% | +32.4% | +38.2% | +46.4% |
| 1Y | +73.2% | +22.9% | +50.3% | +53.5% |
| 3Y | +60.3% | +43.1% | +17.2% | +28.2% |
| 5Y | +159.3% | -21.4% | +180.7% | +175.1% |
| 10Y | +147.4% | +16.8% | +130.6% | +137.4% |
| All | +147.4% | +19.9% | +127.6% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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