+7,463.6%
CI vs DOC
+2,974.4%
+4,489.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 6M | +0.3% | +20.7% | -20.4% | -6.6% |
| YTD | +3.8% | +34.1% | -30.3% | -7.0% |
| 1Y | -5.5% | +22.6% | -28.1% | -12.9% |
| 3Y | +8.1% | +20.8% | -12.7% | -2.1% |
| 5Y | +42.8% | -24.9% | +67.7% | +50.1% |
| 10Y | +143.9% | -1.8% | +145.7% | +122.7% |
| All | +7,463.6% | +2,974.4% | +4,489.2% | +2,267.9% |
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