+324.3%
DOCN vs CVE
+72.1%
+252.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | +1.1% | +2.5% | -1.4% | 0.0% |
| 30D | -9.6% | +16.7% | -26.4% | -15.3% |
| 3M | -37.7% | +9.3% | -47.0% | -40.2% |
| 6M | +115.2% | +43.6% | +71.6% | +83.1% |
| YTD | +133.7% | +93.6% | +40.1% | +74.5% |
| 1Y | +250.2% | +98.8% | +151.4% | +157.6% |
| All | +324.3% | +72.1% | +252.2% | +186.8% |
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