+222.5%
CP vs DOC
-2.1%
+224.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -2.7% | -1.5% | -1.2% | -2.2% |
| 30D | +0.2% | -4.8% | +4.9% | +1.8% |
| 3M | +2.6% | +6.9% | -4.3% | +0.1% |
| 6M | +6.0% | +20.7% | -14.8% | -1.4% |
| YTD | +24.9% | +34.1% | -9.2% | +11.8% |
| 1Y | +20.1% | +22.6% | -2.5% | +10.6% |
| 3Y | +16.4% | +20.8% | -4.4% | +5.9% |
| 5Y | +31.7% | -24.9% | +56.6% | +40.6% |
| All | +222.5% | -2.1% | +224.6% | +223.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling