+149.0%
CB vs DOCS
-15.8%
+164.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.3% | +2.0% |
| 7D | +5.3% | +1.2% | +4.0% | +5.2% |
| 30D | +13.2% | +21.3% | -8.1% | +12.9% |
| 3M | +7.8% | +58.4% | -50.6% | +7.1% |
| 6M | +15.8% | +39.3% | -23.5% | +15.2% |
| YTD | +21.0% | -21.7% | +42.7% | +21.2% |
| 1Y | +32.2% | -47.3% | +79.5% | +33.2% |
| 3Y | +76.7% | +58.2% | +18.5% | +73.3% |
| 5Y | +110.4% | -52.3% | +162.7% | +108.4% |
| All | +149.0% | -15.8% | +164.8% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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