+159.3%
CVE vs DOC
-22.8%
+182.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.8% | -8.3% |
| 7D | -12.1% | +8.7% | -20.8% | -13.7% |
| 30D | -9.8% | +7.6% | -17.4% | -11.3% |
| 3M | -0.7% | -5.3% | +4.6% | +0.3% |
| 6M | -4.3% | +27.6% | -31.9% | -11.3% |
| YTD | +70.6% | +32.4% | +38.2% | +55.2% |
| 1Y | +73.2% | +22.9% | +50.3% | +61.3% |
| 3Y | +60.3% | +43.1% | +17.2% | +38.1% |
| 5Y | +159.3% | -21.4% | +180.7% | +186.3% |
| All | +159.3% | -22.8% | +182.1% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling