-31.1%
DOCN vs CVE
+148.3%
-179.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.7% | -13.1% | -15.0% |
| 7D | -29.3% | -14.1% | -15.2% | -25.8% |
| 30D | -46.0% | -11.6% | -34.4% | -44.0% |
| 3M | -43.2% | 0.0% | -43.2% | -43.5% |
| 6M | -53.7% | -8.4% | -45.3% | -53.0% |
| YTD | +46.9% | +65.9% | -19.0% | +23.4% |
| 1Y | +54.3% | +69.4% | -15.1% | +28.7% |
| 3Y | +185.5% | +55.9% | +129.6% | +134.8% |
| 5Y | -31.1% | +146.2% | -177.3% | -55.9% |
| All | -31.1% | +148.3% | -179.4% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling