+17.1%
CI vs DOCS
-49.1%
+66.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +5.4% | +17.4% | -12.0% | +5.2% |
| 3M | +7.3% | +57.4% | -50.1% | +6.6% |
| 6M | +5.3% | +26.5% | -21.2% | +4.3% |
| YTD | +8.5% | -26.6% | +35.1% | +7.1% |
| 1Y | +17.1% | -48.1% | +65.2% | +16.9% |
| All | +17.1% | -49.1% | +66.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling