+181.6%
DOCN vs CAI
-5.3%
+186.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +7.9% |
| 7D | -12.8% | -20.3% | +7.5% | -9.9% |
| 30D | -41.9% | -13.9% | -28.0% | -40.2% |
| 3M | -36.9% | +12.4% | -49.4% | -36.0% |
| 6M | -52.2% | +58.3% | -110.6% | -52.9% |
| YTD | +62.7% | -5.2% | +67.9% | +61.6% |
| 1Y | +58.2% | -0.2% | +58.4% | +57.8% |
| All | +181.6% | -5.3% | +186.8% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling