+66.4%
DOCN vs CF
+193.4%
-127.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +6.2% | -22.0% | -16.6% |
| 7D | -29.3% | +0.4% | -29.7% | -29.4% |
| 30D | -46.0% | +2.2% | -48.2% | -46.3% |
| 3M | -43.2% | +2.1% | -45.3% | -43.7% |
| 6M | -53.7% | -6.5% | -47.2% | -53.7% |
| YTD | +46.9% | +55.6% | -8.6% | +32.4% |
| 1Y | +54.3% | +42.3% | +12.0% | +41.3% |
| 3Y | +185.5% | +55.7% | +129.8% | +151.1% |
| 5Y | -31.1% | +122.4% | -153.5% | -47.9% |
| All | +66.4% | +193.4% | -127.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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