-39.4%
CAG vs DOC
+15.7%
-55.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +5.8% | +6.5% | -0.7% | +4.3% |
| 30D | +16.4% | +9.2% | +7.2% | +14.1% |
| 3M | +3.8% | -2.5% | +6.3% | +4.4% |
| 6M | +10.8% | +7.1% | +3.7% | +9.2% |
| YTD | -5.8% | +33.0% | -38.8% | -12.2% |
| 1Y | -2.4% | +23.3% | -25.7% | -7.3% |
| 3Y | -33.4% | +44.9% | -78.4% | -39.5% |
| 5Y | -39.4% | -21.6% | -17.8% | -37.8% |
| All | -39.4% | +15.7% | -55.1% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling