-73.2%
DOCS vs CVE
+317.2%
-390.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +21.8% | +16.7% | +5.1% | +19.3% |
| 3M | +27.3% | +9.3% | +18.0% | +25.5% |
| 6M | -0.3% | +43.6% | -43.9% | -6.3% |
| YTD | -40.5% | +93.6% | -134.1% | -47.2% |
| 1Y | -61.5% | +98.8% | -160.3% | -66.1% |
| 3Y | +8.2% | +73.6% | -65.4% | -5.5% |
| All | -73.2% | +317.2% | -390.4% | -74.6% |
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