+639.5%
CEG vs DOCS
-38.5%
+677.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.6% | +5.1% |
| 7D | +8.0% | -1.4% | +9.4% | +8.1% |
| 30D | +12.9% | +21.8% | -8.9% | +10.6% |
| 3M | +13.2% | +27.3% | -14.1% | +10.3% |
| 6M | -7.0% | -0.3% | -6.6% | -7.8% |
| YTD | -15.0% | -40.5% | +25.5% | -12.1% |
| 1Y | -2.7% | -61.5% | +58.8% | +4.4% |
| 3Y | +184.1% | +8.2% | +175.9% | +183.1% |
| All | +639.5% | -38.5% | +677.9% | +639.9% |
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