+105.5%
CB vs DOCS
-54.0%
+159.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +2.6% |
| 30D | +11.2% | +19.4% | -8.2% | +10.9% |
| 3M | +5.7% | +53.4% | -47.7% | +5.1% |
| 6M | +15.9% | +28.8% | -12.8% | +15.4% |
| YTD | +20.2% | -25.1% | +45.2% | +20.5% |
| 1Y | +32.4% | -48.1% | +80.5% | +33.5% |
| 3Y | +75.5% | +51.4% | +24.1% | +71.6% |
| 5Y | +105.5% | -51.1% | +156.6% | +102.3% |
| All | +105.5% | -54.0% | +159.5% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling