-35.6%
DOCN vs CAG
-39.4%
+3.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.4% |
| 3M | -40.7% | +3.8% | -44.5% | -39.2% |
| 6M | -55.0% | +10.8% | -65.8% | -53.0% |
| YTD | +50.6% | -5.8% | +56.5% | +54.1% |
| 1Y | +54.0% | -2.4% | +56.3% | +57.9% |
| 3Y | +203.9% | -33.4% | +237.3% | +202.0% |
| All | -35.6% | -39.4% | +3.9% | -30.5% |
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