+87.1%
DOCN vs CAG
-46.0%
+133.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.4% |
| 7D | -12.1% | +6.6% | -18.8% | -10.3% |
| 30D | -41.0% | +13.9% | -54.9% | -38.5% |
| 3M | -38.7% | +4.0% | -42.7% | -37.2% |
| 6M | -51.5% | +10.0% | -61.5% | -49.3% |
| YTD | +65.3% | -6.1% | +71.4% | +68.8% |
| 1Y | +53.9% | -4.3% | +58.2% | +57.6% |
| 3Y | +215.6% | -34.6% | +250.1% | +210.9% |
| 5Y | -26.2% | -39.4% | +13.3% | -24.3% |
| All | +87.1% | -46.0% | +133.1% | +86.7% |
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