+62.8%
CVE vs DOC
+83.2%
-20.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -14.1% | +6.2% | -20.3% | -16.5% |
| 30D | -11.6% | +6.5% | -18.1% | -14.4% |
| 3M | 0.0% | -6.2% | +6.3% | +2.1% |
| 6M | -8.4% | +25.6% | -34.0% | -19.5% |
| YTD | +65.9% | +32.1% | +33.8% | +41.2% |
| 1Y | +69.4% | +20.3% | +49.1% | +50.4% |
| 3Y | +55.9% | +42.7% | +13.2% | +23.7% |
| 5Y | +146.2% | -22.2% | +168.3% | +159.0% |
| 10Y | +140.6% | +16.5% | +124.1% | +102.4% |
| All | +62.8% | +83.2% | -20.4% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling