+97.7%
DOCN vs CF
+176.3%
-78.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.4% | -2.8% | -6.6% |
| 7D | -20.0% | -6.9% | -13.2% | -19.4% |
| 30D | -38.8% | -3.7% | -35.0% | -38.6% |
| 3M | -34.8% | -5.0% | -29.9% | -34.7% |
| 6M | -22.8% | -10.5% | -12.3% | -22.3% |
| YTD | +74.6% | +46.5% | +28.1% | +58.7% |
| 1Y | +116.4% | +34.8% | +81.6% | +99.7% |
| 3Y | +239.3% | +46.7% | +192.6% | +201.0% |
| 5Y | -20.2% | +112.0% | -132.2% | -39.2% |
| All | +97.7% | +176.3% | -78.7% | +40.6% |
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