+164.6%
DOCN vs CF
+230.0%
-65.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.3% |
| 7D | +1.1% | +6.0% | -4.9% | +0.2% |
| 30D | -9.6% | +14.8% | -24.5% | -11.5% |
| 3M | -37.7% | +14.1% | -51.7% | -39.1% |
| 6M | +115.2% | +28.5% | +86.7% | +103.1% |
| YTD | +133.7% | +74.9% | +58.8% | +107.9% |
| 1Y | +250.2% | +61.7% | +188.5% | +215.4% |
| 3Y | +320.3% | +80.3% | +240.0% | +263.2% |
| 5Y | +53.1% | +226.0% | -172.9% | +14.0% |
| All | +164.6% | +230.0% | -65.3% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling