+60.1%
DOCN vs CAG
-40.1%
+100.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.6% |
| 7D | +1.1% | -3.8% | +4.9% | +0.4% |
| 30D | -9.6% | +3.1% | -12.8% | -9.0% |
| 3M | -37.7% | +23.5% | -61.2% | -35.1% |
| 6M | +115.2% | -14.8% | +130.1% | +114.3% |
| YTD | +133.7% | -5.4% | +139.2% | +135.3% |
| 1Y | +250.2% | -11.8% | +262.0% | +250.7% |
| 3Y | +320.3% | -36.7% | +356.9% | +306.3% |
| All | +60.1% | -40.1% | +100.1% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling