+97.7%
DOCN vs CVE
+319.0%
-221.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.6% | +0.5% | -4.9% |
| 7D | -20.0% | -12.1% | -8.0% | -17.0% |
| 30D | -38.8% | -9.8% | -29.0% | -37.1% |
| 3M | -34.8% | -0.7% | -34.1% | -35.1% |
| 6M | -22.8% | -4.3% | -18.5% | -22.6% |
| YTD | +74.6% | +70.6% | +4.0% | +46.8% |
| 1Y | +116.4% | +73.2% | +43.3% | +81.0% |
| 3Y | +239.3% | +60.3% | +179.0% | +180.6% |
| 5Y | -20.2% | +159.3% | -179.5% | -43.3% |
| All | +97.7% | +319.0% | -221.3% | +22.2% |
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