-53.7%
DOCN vs CAH
+35.8%
-89.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.2% | -18.1% | -13.7% |
| 7D | -29.3% | +6.7% | -35.9% | -24.7% |
| 30D | -46.0% | +14.7% | -60.8% | -38.6% |
| 3M | -43.2% | +12.0% | -55.1% | -37.0% |
| 6M | -53.7% | +36.2% | -90.0% | -43.7% |
| All | -53.7% | +35.8% | -89.5% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling