+184.8%
CFG vs DOC
+43.5%
+141.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.1% |
| 7D | +1.8% | +8.7% | -7.0% | -1.6% |
| 30D | +3.3% | +7.6% | -4.3% | +0.1% |
| 3M | -9.8% | -5.3% | -4.6% | -8.0% |
| 6M | +5.2% | +27.6% | -22.4% | -6.0% |
| YTD | +16.1% | +32.4% | -16.3% | +0.7% |
| 1Y | +33.7% | +22.9% | +10.8% | +20.5% |
| All | +184.8% | +43.5% | +141.3% | +123.2% |
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 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