+84.2%
DOCN vs CAH
+439.1%
-354.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.9% | +7.1% | +7.9% |
| 7D | -12.8% | +7.8% | -20.6% | -13.6% |
| 30D | -41.9% | +15.5% | -57.4% | -43.0% |
| 3M | -36.9% | +16.3% | -53.2% | -38.4% |
| 6M | -52.2% | +50.0% | -102.3% | -55.8% |
| YTD | +62.7% | +34.7% | +28.0% | +53.4% |
| 1Y | +58.2% | +35.9% | +22.3% | +48.8% |
| 3Y | +219.5% | +178.5% | +41.0% | +147.2% |
| 5Y | -32.9% | +515.7% | -548.5% | -58.2% |
| All | +84.2% | +439.1% | -354.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling