-70.5%
CBRS vs DOC
+5.6%
-76.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -4.7% |
| 7D | -18.4% | +8.7% | -27.1% | -15.5% |
| 30D | -49.4% | +7.6% | -57.0% | -47.6% |
| 3M | -59.6% | -5.3% | -54.3% | -59.2% |
| All | -70.5% | +5.6% | -76.0% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling