+101.0%
CB vs DOC
-24.5%
+125.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -3.1% | -4.8% | +1.7% | -2.2% |
| 3M | +9.0% | +6.9% | +2.1% | +7.6% |
| 6M | +2.9% | +20.7% | -17.9% | -1.0% |
| YTD | +10.1% | +34.1% | -24.0% | +3.5% |
| 1Y | +22.8% | +22.6% | +0.1% | +17.5% |
| 3Y | +73.8% | +20.8% | +53.0% | +67.8% |
| All | +101.0% | -24.5% | +125.6% | +127.3% |
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