+357.2%
CFG vs DOC
+8.4%
+348.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.5% |
| 30D | -3.7% | -3.7% | 0.0% | -2.0% |
| 3M | +9.5% | +5.2% | +4.2% | +6.4% |
| 6M | +22.2% | +22.5% | -0.2% | +8.8% |
| YTD | +22.3% | +33.2% | -10.9% | +3.8% |
| 1Y | +39.4% | +19.8% | +19.6% | +24.7% |
| 3Y | +188.5% | +23.8% | +164.7% | +149.9% |
| 5Y | +101.5% | -25.4% | +126.9% | +122.1% |
| 10Y | +308.6% | -3.8% | +312.4% | +282.5% |
| All | +357.2% | +8.4% | +348.8% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling