+27.7%
CFG vs DOC
+21.7%
+6.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.2% | +6.2% | -8.4% | -3.2% |
| 30D | +0.4% | +6.5% | -6.1% | -0.8% |
| 3M | -12.6% | -6.2% | -6.3% | -11.7% |
| 6M | +0.6% | +25.6% | -25.0% | -2.2% |
| YTD | +12.4% | +32.1% | -19.6% | +7.2% |
| 1Y | +27.7% | +20.3% | +7.4% | +25.2% |
| All | +27.7% | +21.7% | +6.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling