-31.1%
DOCN vs CF
+125.5%
-156.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.5% |
| 1Y | +54.3% | +42.3% | +12.0% | +40.5% |
| 3Y | +185.5% | +55.7% | +129.8% | +148.4% |
| 5Y | -31.1% | +122.4% | -153.5% | -62.2% |
| All | -31.1% | +125.5% | -156.6% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling