+160.6%
DOCN vs CAI
-6.6%
+167.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.9% |
| 7D | -19.2% | -26.5% | +7.4% | -15.9% |
| 30D | -43.1% | -6.9% | -36.2% | -41.6% |
| 3M | -40.7% | +26.1% | -66.9% | -40.3% |
| 6M | -55.0% | +31.9% | -86.9% | -55.2% |
| YTD | +50.6% | -6.5% | +57.1% | +49.9% |
| 1Y | +54.0% | +2.5% | +51.4% | +54.3% |
| All | +160.6% | -6.6% | +167.2% | +155.2% |
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