+34.3%
CP vs DOC
-24.5%
+58.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| YTD | +24.9% | +34.1% | -9.2% | +11.6% |
| 1Y | +20.1% | +22.6% | -2.5% | +10.6% |
| 3Y | +16.4% | +20.8% | -4.4% | +6.6% |
| All | +34.3% | -24.5% | +58.8% | +52.2% |
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 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