+112.0%
CF vs DOC
-22.8%
+134.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.8% |
| 7D | -6.9% | +8.7% | -15.6% | -8.0% |
| 30D | -3.7% | +7.6% | -11.4% | -4.8% |
| 3M | -5.0% | -5.3% | +0.3% | -4.3% |
| 6M | -10.5% | +27.6% | -38.1% | -14.3% |
| YTD | +46.5% | +32.4% | +14.1% | +37.9% |
| 1Y | +34.8% | +22.9% | +12.0% | +29.3% |
| 3Y | +46.7% | +43.1% | +3.6% | +30.8% |
| 5Y | +112.0% | -21.4% | +133.4% | +135.2% |
| All | +112.0% | -22.8% | +134.8% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling