+54.5%
CI vs DOCS
-54.0%
+108.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -1.2% |
| 7D | +1.0% | -1.3% | +2.4% | +1.0% |
| 30D | +9.9% | +19.4% | -9.5% | +9.6% |
| 3M | +12.1% | +53.4% | -41.3% | +11.3% |
| 6M | +10.6% | +28.8% | -18.1% | +10.0% |
| YTD | +11.4% | -25.1% | +36.5% | +11.4% |
| 1Y | +18.8% | -48.1% | +66.9% | +19.3% |
| 3Y | +2.9% | +51.4% | -48.5% | +1.7% |
| 5Y | +54.5% | -51.1% | +105.6% | +50.5% |
| All | +54.5% | -54.0% | +108.5% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling