+70.5%
DOCN vs CFG
+84.8%
-14.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | -19.2% | -0.9% | -18.3% | -18.6% |
| 30D | -43.1% | +1.1% | -44.1% | -43.3% |
| 3M | -40.7% | -12.0% | -28.7% | -35.9% |
| 6M | -55.0% | -2.2% | -52.8% | -54.9% |
| YTD | +50.6% | +11.4% | +39.2% | +38.8% |
| 1Y | +54.0% | +27.8% | +26.1% | +30.1% |
| 3Y | +203.9% | +173.3% | +30.6% | +67.2% |
| 5Y | -29.4% | +62.4% | -91.8% | -49.9% |
| All | +70.5% | +84.8% | -14.2% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling