+126.7%
CB vs DOCS
-36.0%
+162.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | -3.1% | +21.8% | -24.9% | -3.4% |
| 3M | +9.0% | +27.3% | -18.3% | +8.6% |
| 6M | +2.9% | -0.3% | +3.2% | +2.7% |
| YTD | +10.1% | -40.5% | +50.6% | +10.7% |
| 1Y | +22.8% | -61.5% | +84.3% | +24.2% |
| 3Y | +73.8% | +8.2% | +65.6% | +71.4% |
| 5Y | +99.2% | -73.4% | +172.6% | +98.3% |
| All | +126.7% | -36.0% | +162.7% | +125.5% |
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