+252.3%
DOCN vs CVE
+59.0%
+193.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.6% | +0.5% | -4.1% |
| 7D | -20.0% | -12.1% | -8.0% | -16.0% |
| 30D | -38.8% | -9.8% | -29.0% | -36.5% |
| 3M | -34.8% | -0.7% | -34.1% | -35.4% |
| 6M | -22.8% | -4.3% | -18.5% | -22.8% |
| YTD | +74.6% | +70.6% | +4.0% | +34.5% |
| 1Y | +116.4% | +73.2% | +43.3% | +65.2% |
| All | +252.3% | +59.0% | +193.3% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling