-51.1%
DOCS vs CVE
+148.3%
-199.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.9% |
| 7D | -1.3% | -14.1% | +12.7% | +0.6% |
| 30D | +19.4% | -11.6% | +31.0% | +21.1% |
| 3M | +53.4% | 0.0% | +53.4% | +52.3% |
| 6M | +28.8% | -8.4% | +37.1% | +29.1% |
| YTD | -25.1% | +65.9% | -91.0% | -33.8% |
| 1Y | -48.1% | +69.4% | -117.6% | -54.5% |
| 3Y | +51.4% | +55.9% | -4.6% | +30.9% |
| 5Y | -51.1% | +146.2% | -197.3% | -64.2% |
| All | -51.1% | +148.3% | -199.4% | -64.2% |
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 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