+95.9%
CEG vs DOCS
+50.6%
+45.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.1% |
| 7D | -9.4% | -1.3% | -8.1% | -9.4% |
| 30D | -20.2% | +19.4% | -39.6% | -21.5% |
| 3M | -9.5% | +53.4% | -62.9% | -13.6% |
| 6M | -25.0% | +28.8% | -53.7% | -27.4% |
| YTD | -31.9% | -25.1% | -6.8% | -30.3% |
| 1Y | -33.7% | -48.1% | +14.5% | -29.1% |
| All | +95.9% | +50.6% | +45.3% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling