+143.0%
CB vs DOCS
-21.0%
+164.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.8% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +9.1% | +17.4% | -8.3% | +8.8% |
| 3M | +3.4% | +57.4% | -53.9% | +2.8% |
| 6M | +14.1% | +26.5% | -12.5% | +13.6% |
| YTD | +18.0% | -26.6% | +44.6% | +18.4% |
| 1Y | +30.1% | -48.1% | +78.2% | +31.1% |
| 3Y | +71.8% | +52.6% | +19.1% | +68.5% |
| 5Y | +101.8% | -52.1% | +153.9% | +100.0% |
| All | +143.0% | -21.0% | +164.0% | +141.0% |
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