+350.2%
CG vs DOC
+17.3%
+332.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | -4.3% | -1.5% | -2.8% | -3.7% |
| 30D | -5.1% | -4.8% | -0.3% | -3.0% |
| 3M | +8.7% | +6.9% | +1.8% | +5.0% |
| 6M | -9.2% | +20.7% | -30.0% | -18.1% |
| YTD | -18.9% | +34.1% | -53.0% | -30.6% |
| 1Y | -25.6% | +22.6% | -48.3% | -33.9% |
| 3Y | +57.3% | +20.8% | +36.4% | +39.2% |
| 5Y | +10.2% | -24.9% | +35.0% | +20.3% |
| 10Y | +364.2% | -1.8% | +366.0% | +339.4% |
| All | +350.2% | +17.3% | +332.9% | +309.1% |
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 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