-35.2%
CPB vs DOC
+43.5%
-78.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.1% | +2.8% | +5.0% |
| 7D | +13.0% | +8.7% | +4.2% | +10.2% |
| 30D | +20.5% | +7.6% | +12.9% | +17.9% |
| 3M | +2.2% | -5.3% | +7.5% | +3.6% |
| 6M | +15.4% | +27.6% | -12.2% | +8.3% |
| YTD | -12.3% | +32.4% | -44.7% | -19.0% |
| 1Y | -18.0% | +22.9% | -40.8% | -22.5% |
| All | -35.2% | +43.5% | -78.7% | -39.1% |
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