-39.3%
CPB vs DOC
-24.5%
-14.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.0% |
| 7D | -8.6% | -1.5% | -7.1% | -8.3% |
| 30D | -7.2% | -4.8% | -2.5% | -6.2% |
| 3M | +0.9% | +6.9% | -6.0% | -0.4% |
| 6M | -11.8% | +20.7% | -32.6% | -15.5% |
| YTD | -19.4% | +34.1% | -53.6% | -24.8% |
| 1Y | -30.4% | +22.6% | -53.0% | -33.6% |
| 3Y | -40.2% | +20.8% | -61.0% | -42.9% |
| All | -39.3% | -24.5% | -14.7% | -35.9% |
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