+115.2%
DOCN vs CAI
+27.8%
+87.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | -9.6% | +52.4% | -62.0% | -11.4% |
| 3M | -37.7% | +45.1% | -82.8% | -38.7% |
| 6M | +115.2% | +26.2% | +89.0% | +113.4% |
| All | +115.2% | +27.8% | +87.4% | +113.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling