+145.0%
CI vs DOC
-2.1%
+147.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +1.3% | -1.5% | +2.8% | +1.8% |
| 30D | +4.4% | -4.8% | +9.2% | +6.1% |
| 3M | +0.7% | +6.9% | -6.2% | -1.6% |
| 6M | +0.3% | +20.7% | -20.4% | -6.5% |
| YTD | +3.8% | +34.1% | -30.3% | -6.9% |
| 1Y | -5.5% | +22.6% | -28.1% | -12.7% |
| 3Y | +8.1% | +20.8% | -12.7% | -1.7% |
| 5Y | +42.8% | -24.9% | +67.7% | +53.6% |
| All | +145.0% | -2.1% | +147.1% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling