+53.9%
DOCN vs CFG
+28.5%
+25.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -12.1% | +0.7% | -12.8% | -12.1% |
| 30D | -41.0% | +2.8% | -43.8% | -41.4% |
| 3M | -38.7% | -10.1% | -28.6% | -35.7% |
| 6M | -51.5% | +3.2% | -54.7% | -52.8% |
| YTD | +65.3% | +14.2% | +51.1% | +48.4% |
| 1Y | +53.9% | +27.4% | +26.5% | +28.2% |
| All | +53.9% | +28.5% | +25.4% | +28.2% |
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