+115.2%
DOCN vs CAG
-15.5%
+130.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.3% |
| 7D | +1.1% | -3.8% | +4.9% | -1.1% |
| 30D | -9.6% | +3.1% | -12.8% | -7.7% |
| 3M | -37.7% | +23.5% | -61.2% | -30.1% |
| 6M | +115.2% | -14.8% | +130.1% | +103.2% |
| All | +115.2% | -15.5% | +130.7% | +103.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling