+60.1%
DOCN vs CVE
+317.2%
-257.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | +1.1% | +2.5% | -1.4% | +0.3% |
| 30D | -9.6% | +16.7% | -26.4% | -14.1% |
| 3M | -37.7% | +9.3% | -47.0% | -39.7% |
| 6M | +115.2% | +43.6% | +71.6% | +90.2% |
| YTD | +133.7% | +93.6% | +40.1% | +87.1% |
| 1Y | +250.2% | +98.8% | +151.4% | +177.4% |
| 3Y | +320.3% | +73.6% | +246.7% | +233.1% |
| All | +60.1% | +317.2% | -257.2% | -20.9% |
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