+29.3%
DOC vs CAI
+23.0%
+6.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.1% |
| 7D | +8.7% | -6.3% | +15.0% | +8.9% |
| 30D | +7.6% | +9.3% | -1.7% | +7.1% |
| 3M | -5.3% | +106.3% | -111.6% | -8.2% |
| 6M | +27.6% | +77.7% | -50.1% | +24.1% |
| YTD | +32.4% | +23.1% | +9.3% | +30.0% |
| 1Y | +22.9% | +6.5% | +16.3% | +21.3% |
| All | +29.3% | +23.0% | +6.2% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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