+116.4%
DOCN vs CAI
+12.6%
+103.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.3% |
| 7D | -20.0% | -6.3% | -13.7% | -19.5% |
| 30D | -38.8% | +9.3% | -48.1% | -39.2% |
| 3M | -34.8% | +106.3% | -141.1% | -38.9% |
| 6M | -22.8% | +77.7% | -100.5% | -27.2% |
| YTD | +74.6% | +23.1% | +51.5% | +66.2% |
| 1Y | +116.4% | +6.5% | +109.9% | +99.9% |
| All | +116.4% | +12.6% | +103.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling