+109.3%
CDE vs DOCS
-53.5%
+162.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.1% |
| 7D | +3.1% | -4.2% | +7.3% | +3.8% |
| 30D | -10.3% | +8.6% | -19.0% | -11.6% |
| 3M | -19.1% | +27.2% | -46.3% | -22.8% |
| 6M | -24.0% | +26.5% | -50.5% | -28.5% |
| YTD | -15.6% | -25.0% | +9.4% | -13.3% |
| 1Y | -1.1% | -37.0% | +35.9% | +4.9% |
| 3Y | +613.1% | +39.4% | +573.7% | +524.3% |
| 5Y | +109.3% | -56.7% | +166.0% | +98.8% |
| All | +109.3% | -53.5% | +162.8% | +98.8% |
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