+66.4%
DOCN vs CAG
-45.5%
+111.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.6% | -17.4% | -15.4% |
| 7D | -29.3% | +10.1% | -39.4% | -27.1% |
| 30D | -46.0% | +15.3% | -61.4% | -43.6% |
| 3M | -43.2% | +3.3% | -46.5% | -41.8% |
| 6M | -53.7% | +12.1% | -65.8% | -51.5% |
| YTD | +46.9% | -5.3% | +52.2% | +50.4% |
| 1Y | +54.3% | -4.0% | +58.4% | +58.2% |
| 3Y | +185.5% | -33.9% | +219.5% | +181.9% |
| 5Y | -31.1% | -39.1% | +8.0% | -29.3% |
| All | +66.4% | -45.5% | +111.8% | +66.3% |
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