+73.0%
CF vs DOC
+20.8%
+52.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.2% |
| 7D | +6.0% | -1.5% | +7.5% | +6.0% |
| 30D | +14.8% | -4.8% | +19.6% | +14.9% |
| 3M | +14.1% | +6.9% | +7.2% | +13.9% |
| 6M | +28.5% | +20.7% | +7.8% | +28.6% |
| YTD | +74.9% | +34.1% | +40.8% | +72.0% |
| 1Y | +61.7% | +22.6% | +39.0% | +61.1% |
| All | +73.0% | +20.8% | +52.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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