+252.3%
DOCN vs CFG
+179.9%
+72.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.4% | -9.5% | -8.9% |
| 7D | -20.0% | +1.8% | -21.8% | -21.1% |
| 30D | -38.8% | +3.3% | -42.1% | -40.2% |
| 3M | -34.8% | -9.8% | -25.0% | -30.0% |
| 6M | -22.8% | +5.2% | -28.0% | -26.9% |
| YTD | +74.6% | +16.1% | +58.5% | +51.6% |
| 1Y | +116.4% | +33.7% | +82.8% | +68.0% |
| All | +252.3% | +179.9% | +72.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling