+71.0%
CDE vs DOCN
+91.6%
-20.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.6% | -7.4% |
| 7D | +14.0% | -12.1% | +26.2% | +16.4% |
| 30D | -10.7% | -41.0% | +30.3% | -1.5% |
| 3M | -15.8% | -38.7% | +22.9% | -8.7% |
| 6M | -17.5% | -51.5% | +34.0% | -7.2% |
| YTD | -14.1% | +65.3% | -79.4% | -28.4% |
| 1Y | +2.9% | +53.9% | -51.0% | -13.0% |
| 3Y | +625.5% | +215.6% | +409.9% | +404.6% |
| 5Y | +117.1% | -26.2% | +143.3% | +75.3% |
| All | +71.0% | +91.6% | -20.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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