+110.4%
CB vs DOC
-22.8%
+133.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.5% |
| 7D | +5.3% | +8.7% | -3.5% | +3.6% |
| 30D | +13.2% | +7.6% | +5.6% | +11.6% |
| 3M | +7.8% | -5.3% | +13.0% | +8.7% |
| 6M | +15.8% | +27.6% | -11.8% | +10.3% |
| YTD | +21.0% | +32.4% | -11.4% | +13.9% |
| 1Y | +32.2% | +22.9% | +9.3% | +26.4% |
| 3Y | +76.7% | +43.1% | +33.6% | +61.3% |
| 5Y | +110.4% | -21.4% | +131.8% | +134.7% |
| All | +110.4% | -22.8% | +133.2% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling