+62.8%
DOCS vs CVE
+59.0%
+3.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.6% | +14.0% | +6.8% |
| 7D | +1.2% | -12.1% | +13.3% | +2.0% |
| 30D | +21.3% | -9.8% | +31.1% | +21.9% |
| 3M | +58.4% | -0.7% | +59.1% | +57.6% |
| 6M | +39.3% | -4.3% | +43.6% | +39.0% |
| YTD | -21.7% | +70.6% | -92.3% | -30.2% |
| 1Y | -47.3% | +73.2% | -120.5% | -53.4% |
| All | +62.8% | +59.0% | +3.8% | +43.2% |
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