+220.7%
CF vs DOC
-24.5%
+245.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -3.0% |
| 7D | +6.0% | -1.5% | +7.5% | +6.2% |
| 30D | +14.8% | -4.8% | +19.6% | +15.6% |
| 3M | +14.1% | +6.9% | +7.2% | +12.8% |
| 6M | +28.5% | +20.7% | +7.8% | +24.4% |
| YTD | +74.9% | +34.1% | +40.8% | +64.9% |
| 1Y | +61.7% | +22.6% | +39.0% | +55.5% |
| 3Y | +80.3% | +20.8% | +59.5% | +72.1% |
| All | +220.7% | -24.5% | +245.3% | +254.1% |
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