+254.5%
CB vs DOC
+14.9%
+239.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +2.6% | +6.2% | -3.6% | +0.4% |
| 30D | +11.2% | +6.5% | +4.7% | +8.7% |
| 3M | +5.7% | -6.2% | +12.0% | +7.9% |
| 6M | +15.9% | +25.6% | -9.7% | +5.9% |
| YTD | +20.2% | +32.1% | -11.9% | +7.1% |
| 1Y | +32.4% | +20.3% | +12.1% | +22.1% |
| 3Y | +75.5% | +42.7% | +32.8% | +46.8% |
| 5Y | +105.5% | -22.2% | +127.6% | +119.9% |
| All | +254.5% | +14.9% | +239.6% | +220.1% |
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