+66.4%
DOCN vs CAG
-44.8%
+111.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.7% | -18.6% | -15.1% |
| 7D | -29.3% | +11.4% | -40.6% | -26.8% |
| 30D | -46.0% | +16.7% | -62.7% | -43.3% |
| 3M | -43.2% | +4.5% | -47.7% | -41.6% |
| 6M | -53.7% | +13.3% | -67.1% | -51.3% |
| YTD | +46.9% | -4.2% | +51.1% | +51.0% |
| 1Y | +54.3% | -2.9% | +57.3% | +58.8% |
| 3Y | +185.5% | -33.2% | +218.7% | +183.0% |
| 5Y | -31.1% | -38.4% | +7.3% | -29.0% |
| All | +66.4% | -44.8% | +111.2% | +67.0% |
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