+391.0%
DDOG vs CVE
+222.9%
+168.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +3.0% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -35.8% | -10.8% | -25.0% | -34.7% |
| 3M | -25.3% | -4.3% | -20.9% | -24.8% |
| 6M | -8.9% | -1.5% | -7.4% | -8.9% |
| YTD | +35.6% | +70.7% | -35.1% | +24.4% |
| 1Y | -6.8% | +58.1% | -64.9% | -13.5% |
| 3Y | +77.9% | +69.8% | +8.0% | +61.0% |
| 5Y | -3.1% | +148.9% | -152.1% | -17.1% |
| All | +391.0% | +222.9% | +168.2% | +337.0% |
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