+467.1%
DDOG vs CVE
+266.1%
+200.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.7% |
| 7D | -10.1% | +2.5% | -12.7% | -10.5% |
| 30D | -24.8% | +16.7% | -41.5% | -26.5% |
| 3M | -12.6% | +9.3% | -21.9% | -13.9% |
| 6M | +79.9% | +43.6% | +36.3% | +69.8% |
| YTD | +56.6% | +93.6% | -37.0% | +41.0% |
| 1Y | +61.6% | +98.8% | -37.2% | +44.8% |
| 3Y | +117.9% | +73.6% | +44.3% | +95.6% |
| 5Y | +54.2% | +312.5% | -258.2% | +24.4% |
| All | +467.1% | +266.1% | +200.9% | +395.3% |
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