-52.3%
DOCS vs CVE
+157.6%
-209.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.6% | +14.0% | +7.4% |
| 7D | +1.2% | -12.1% | +13.3% | +2.8% |
| 30D | +21.3% | -9.8% | +31.1% | +22.7% |
| 3M | +58.4% | -0.7% | +59.1% | +57.5% |
| 6M | +39.3% | -4.3% | +43.6% | +38.7% |
| YTD | -21.7% | +70.6% | -92.3% | -31.0% |
| 1Y | -47.3% | +73.2% | -120.5% | -53.9% |
| 3Y | +58.2% | +60.3% | -2.2% | +36.5% |
| 5Y | -52.3% | +159.3% | -211.6% | -64.9% |
| All | -52.3% | +157.6% | -209.9% | -64.9% |
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