+28.7%
CP vs DOC
-22.8%
+51.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.4% |
| 7D | +5.6% | +8.7% | -3.2% | +2.6% |
| 30D | +10.0% | +7.6% | +2.4% | +7.3% |
| 3M | +4.4% | -5.3% | +9.7% | +6.1% |
| 6M | +14.1% | +27.6% | -13.5% | +4.3% |
| YTD | +29.1% | +32.4% | -3.4% | +15.8% |
| 1Y | +34.6% | +22.9% | +11.7% | +24.0% |
| 3Y | +29.8% | +43.1% | -13.3% | +9.6% |
| 5Y | +28.7% | -21.4% | +50.1% | +41.5% |
| All | +28.7% | -22.8% | +51.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling