+7.3%
CDE vs DOC
+20.9%
-13.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.4% |
| 7D | +18.1% | +6.5% | +11.6% | +15.1% |
| 30D | -6.2% | +9.2% | -15.4% | -9.8% |
| 3M | -1.2% | -2.5% | +1.3% | +0.2% |
| 6M | -17.4% | +7.1% | -24.5% | -20.1% |
| YTD | -13.1% | +33.0% | -46.1% | -23.9% |
| 1Y | +7.3% | +23.3% | -16.0% | -0.3% |
| All | +7.3% | +20.9% | -13.7% | -0.3% |
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 · 6 months rolling