+28.9%
CP vs DOC
+43.2%
-14.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +6.1% | +6.2% | -0.1% | +4.5% |
| 30D | +9.8% | +6.5% | +3.3% | +7.9% |
| 3M | +2.7% | -6.2% | +9.0% | +4.3% |
| 6M | +12.8% | +25.6% | -12.8% | +6.1% |
| YTD | +28.2% | +32.1% | -3.9% | +18.4% |
| 1Y | +34.1% | +20.3% | +13.8% | +27.2% |
| All | +28.9% | +43.2% | -14.3% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling