+29.8%
CP vs DOC
+43.5%
-13.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.7% |
| 7D | +5.6% | +8.7% | -3.2% | +3.3% |
| 30D | +10.0% | +7.6% | +2.4% | +7.9% |
| 3M | +4.4% | -5.3% | +9.7% | +5.7% |
| 6M | +14.1% | +27.6% | -13.5% | +6.8% |
| YTD | +29.1% | +32.4% | -3.4% | +19.1% |
| 1Y | +34.6% | +22.9% | +11.7% | +26.8% |
| All | +29.8% | +43.5% | -13.8% | +15.0% |
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