-28.5%
CEG vs DOCS
-49.1%
+20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.2% |
| 7D | -4.7% | -0.8% | -4.0% | -4.7% |
| 30D | -16.6% | +17.4% | -34.0% | -16.3% |
| 3M | -4.1% | +57.4% | -61.5% | -4.1% |
| 6M | -22.3% | +26.5% | -48.9% | -22.1% |
| YTD | -28.9% | -26.6% | -2.4% | -32.4% |
| 1Y | -28.5% | -48.1% | +19.6% | -32.0% |
| All | -28.5% | -49.1% | +20.7% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling