+100.8%
CEG vs DOCS
+57.4%
+43.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.3% | -13.1% | -7.2% |
| 7D | -4.8% | +1.2% | -6.0% | -4.9% |
| 30D | -8.2% | +21.3% | -29.5% | -9.8% |
| 3M | -7.9% | +58.4% | -66.3% | -12.3% |
| 6M | -23.2% | +39.3% | -62.5% | -26.3% |
| YTD | -30.1% | -21.7% | -8.4% | -28.7% |
| 1Y | -31.9% | -47.3% | +15.4% | -27.2% |
| All | +100.8% | +57.4% | +43.5% | +102.6% |
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