-38.4%
CAG vs DOC
+14.9%
-53.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +11.4% | +6.2% | +5.1% | +9.8% |
| 30D | +16.7% | +6.5% | +10.2% | +15.0% |
| 3M | +4.5% | -6.2% | +10.8% | +6.1% |
| 6M | +13.3% | +25.6% | -12.2% | +7.5% |
| YTD | -4.2% | +32.1% | -36.2% | -10.5% |
| 1Y | -2.9% | +20.3% | -23.2% | -7.3% |
| 3Y | -33.2% | +42.7% | -75.9% | -39.0% |
| 5Y | -38.4% | -22.2% | -16.2% | -36.6% |
| All | -38.4% | +14.9% | -53.3% | -44.0% |
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