+69.1%
CFG vs DOC
-22.8%
+91.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +0.8% |
| 7D | +1.8% | +8.7% | -7.0% | -2.6% |
| 30D | +3.3% | +7.6% | -4.3% | -0.8% |
| 3M | -9.8% | -5.3% | -4.6% | -7.6% |
| 6M | +5.2% | +27.6% | -22.4% | -9.2% |
| YTD | +16.1% | +32.4% | -16.3% | -3.1% |
| 1Y | +33.7% | +22.9% | +10.8% | +16.6% |
| 3Y | +181.2% | +43.1% | +138.1% | +114.6% |
| 5Y | +69.1% | -21.4% | +90.5% | +80.1% |
| All | +69.1% | -22.8% | +91.9% | +80.1% |
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