+66.4%
DOCN vs CAH
+425.1%
-358.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.2% | -18.1% | -16.1% |
| 7D | -29.3% | +6.7% | -35.9% | -29.9% |
| 30D | -46.0% | +14.7% | -60.8% | -47.1% |
| 3M | -43.2% | +12.0% | -55.1% | -44.2% |
| 6M | -53.7% | +36.2% | -90.0% | -56.4% |
| YTD | +46.9% | +31.3% | +15.7% | +38.9% |
| 1Y | +54.3% | +37.1% | +17.3% | +44.5% |
| 3Y | +185.5% | +178.3% | +7.2% | +120.0% |
| 5Y | -31.1% | +497.1% | -528.2% | -57.0% |
| All | +66.4% | +425.1% | -358.8% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling