-35.6%
DOCN vs CAH
+505.8%
-541.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.3% |
| 7D | -19.2% | +8.5% | -27.6% | -20.1% |
| 30D | -43.1% | +17.0% | -60.1% | -44.4% |
| 3M | -40.7% | +14.3% | -55.0% | -42.1% |
| 6M | -55.0% | +42.2% | -97.2% | -58.3% |
| YTD | +50.6% | +33.2% | +17.5% | +40.9% |
| 1Y | +54.0% | +38.2% | +15.7% | +42.6% |
| 3Y | +203.9% | +178.4% | +25.5% | +120.9% |
| All | -35.6% | +505.8% | -541.4% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling