+57.2%
CI vs DOC
-22.8%
+80.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.7% |
| 7D | +3.5% | +8.7% | -5.2% | +1.6% |
| 30D | +12.6% | +7.6% | +4.9% | +10.7% |
| 3M | +12.1% | -5.3% | +17.3% | +13.3% |
| 6M | +10.6% | +27.6% | -17.0% | +4.5% |
| YTD | +12.8% | +32.4% | -19.6% | +5.4% |
| 1Y | +18.0% | +22.9% | -4.8% | +12.2% |
| 3Y | +4.2% | +43.1% | -38.9% | -5.3% |
| 5Y | +57.2% | -21.4% | +78.6% | +73.3% |
| All | +57.2% | -22.8% | +80.0% | +73.3% |
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 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