-14.8%
CG vs DOC
-22.8%
+8.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +2.8% |
| 7D | +9.4% | +8.7% | +0.7% | +4.6% |
| 30D | +8.7% | +7.6% | +1.1% | +4.4% |
| 3M | -15.0% | -5.3% | -9.7% | -12.6% |
| 6M | -13.2% | +27.6% | -40.8% | -26.3% |
| YTD | -26.2% | +32.4% | -58.6% | -39.4% |
| 1Y | -14.1% | +22.9% | -37.0% | -26.1% |
| 3Y | +59.2% | +43.1% | +16.1% | +17.6% |
| 5Y | -14.8% | -21.4% | +6.6% | +2.2% |
| All | -14.8% | -22.8% | +8.0% | +2.2% |
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 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