+70.5%
DOCN vs CAG
-45.8%
+116.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.0% |
| 7D | -19.2% | +5.8% | -25.0% | -17.6% |
| 30D | -43.1% | +16.4% | -59.4% | -40.3% |
| 3M | -40.7% | +3.8% | -44.5% | -39.2% |
| 6M | -55.0% | +10.8% | -65.8% | -52.9% |
| YTD | +50.6% | -5.8% | +56.5% | +54.0% |
| 1Y | +54.0% | -2.4% | +56.3% | +58.0% |
| 3Y | +203.9% | -33.4% | +237.3% | +200.2% |
| 5Y | -29.4% | -39.4% | +10.1% | -27.6% |
| All | +70.5% | -45.8% | +116.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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