+41.6%
CI vs DOCS
-19.3%
+60.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.6% |
| 7D | -1.3% | -4.2% | +2.9% | -1.2% |
| 30D | +6.4% | +8.6% | -2.2% | +6.3% |
| 3M | +10.7% | +27.2% | -16.5% | +10.3% |
| 6M | +5.5% | +26.5% | -21.0% | +5.0% |
| YTD | +11.4% | -25.0% | +36.4% | +11.4% |
| 1Y | +15.0% | -37.0% | +52.0% | +15.3% |
| 3Y | +9.0% | +39.4% | -30.4% | +7.9% |
| 5Y | +52.0% | -56.7% | +108.6% | +51.2% |
| All | +41.6% | -19.3% | +60.9% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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