+164.6%
DOCN vs CAG
-45.6%
+210.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.0% |
| 6M | +115.2% | -14.8% | +130.1% | +114.0% |
| YTD | +133.7% | -5.4% | +139.2% | +135.3% |
| 1Y | +250.2% | -11.8% | +262.0% | +250.4% |
| 3Y | +320.3% | -36.7% | +356.9% | +304.6% |
| 5Y | +53.1% | -40.3% | +93.4% | +53.9% |
| All | +164.6% | -45.6% | +210.2% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling