+116.4%
DOCN vs CVE
+73.4%
+43.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.6% | +0.5% | -5.1% |
| 7D | -20.0% | -12.1% | -8.0% | -17.5% |
| 30D | -38.8% | -9.8% | -29.0% | -37.3% |
| 3M | -34.8% | -0.7% | -34.1% | -35.3% |
| 6M | -22.8% | -4.3% | -18.5% | -23.3% |
| YTD | +74.6% | +70.6% | +4.0% | +62.2% |
| 1Y | +116.4% | +73.2% | +43.3% | +99.4% |
| All | +116.4% | +73.4% | +43.1% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling