+87.1%
DOCN vs CAH
+444.0%
-356.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.5% |
| 7D | -12.1% | +9.4% | -21.6% | -13.1% |
| 30D | -41.0% | +16.5% | -57.5% | -42.2% |
| 3M | -38.7% | +17.0% | -55.7% | -40.1% |
| 6M | -51.5% | +51.4% | -102.9% | -55.1% |
| YTD | +65.3% | +36.0% | +29.3% | +55.6% |
| 1Y | +53.9% | +36.0% | +17.9% | +44.9% |
| 3Y | +215.6% | +177.5% | +38.1% | +144.8% |
| 5Y | -26.2% | +509.2% | -535.3% | -54.0% |
| All | +87.1% | +444.0% | -356.9% | +20.3% |
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