+304.4%
DOCN vs CAI
-7.1%
+311.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.9% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | -9.6% | +52.4% | -62.0% | -12.3% |
| 3M | -37.7% | +45.1% | -82.8% | -39.3% |
| 6M | +115.2% | +26.2% | +89.0% | +108.9% |
| YTD | +133.7% | -7.1% | +140.8% | +127.6% |
| 1Y | +250.2% | -31.0% | +281.2% | +240.7% |
| All | +304.4% | -7.1% | +311.6% | +287.6% |
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