-38.6%
CPB vs DOC
+14.9%
-53.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +11.6% | +6.2% | +5.3% | +10.3% |
| 30D | +23.3% | +6.5% | +16.8% | +21.9% |
| 3M | +1.6% | -6.2% | +7.9% | +2.9% |
| 6M | +13.9% | +25.6% | -11.6% | +9.2% |
| YTD | -11.7% | +32.1% | -43.8% | -16.3% |
| 1Y | -18.2% | +20.3% | -38.5% | -21.2% |
| 3Y | -35.2% | +42.7% | -77.9% | -39.5% |
| 5Y | -30.5% | -22.2% | -8.4% | -29.2% |
| All | -38.6% | +14.9% | -53.5% | -44.5% |
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 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