+31.0%
DOC vs CAI
-7.1%
+38.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.8% |
| 7D | -1.5% | -2.2% | +0.7% | -1.4% |
| 30D | -4.8% | +52.4% | -57.2% | -6.4% |
| 3M | +6.9% | +45.1% | -38.2% | +5.2% |
| 6M | +20.7% | +26.2% | -5.5% | +19.1% |
| YTD | +34.1% | -7.1% | +41.2% | +33.4% |
| 1Y | +22.6% | -31.0% | +53.7% | +23.6% |
| All | +31.0% | -7.1% | +38.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling