+592.3%
CAG vs DOC
+2,934.4%
-2,342.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.1% | +2.8% | +5.4% |
| 7D | +9.7% | +8.7% | +1.0% | +8.1% |
| 30D | +15.8% | +7.6% | +8.1% | +14.4% |
| 3M | +1.8% | -5.3% | +7.1% | +2.8% |
| 6M | +11.5% | +27.6% | -16.1% | +6.8% |
| YTD | -6.7% | +32.4% | -39.1% | -11.4% |
| 1Y | -5.6% | +22.9% | -28.5% | -9.2% |
| 3Y | -35.0% | +43.1% | -78.1% | -39.3% |
| 5Y | -40.1% | -21.4% | -18.8% | -38.9% |
| 10Y | -38.1% | +16.8% | -54.9% | -42.4% |
| All | +592.3% | +2,934.4% | -2,342.1% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling