+250.2%
DOCN vs CFG
+40.4%
+209.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.4% |
| 30D | -9.6% | -3.8% | -5.8% | -7.7% |
| 3M | -37.7% | +11.5% | -49.2% | -41.3% |
| 6M | +115.2% | +19.2% | +96.0% | +94.7% |
| YTD | +133.7% | +23.7% | +110.0% | +106.1% |
| 1Y | +250.2% | +38.8% | +211.3% | +189.2% |
| All | +250.2% | +40.4% | +209.8% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling