+154.2%
DOCN vs CAI
-3.6%
+157.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -21.6% | +5.8% | -13.0% |
| 7D | -29.3% | -28.0% | -1.3% | -26.4% |
| 30D | -46.0% | -5.2% | -40.8% | -44.9% |
| 3M | -43.2% | +58.2% | -101.4% | -43.9% |
| 6M | -53.7% | +37.4% | -91.1% | -54.1% |
| YTD | +46.9% | -3.5% | +50.4% | +45.6% |
| 1Y | +54.3% | -10.9% | +65.2% | +51.8% |
| All | +154.2% | -3.6% | +157.8% | +148.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling