+66.4%
DOCN vs CFG
+86.5%
-20.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.1% | -12.7% | -13.9% |
| 7D | -29.3% | -2.2% | -27.1% | -28.1% |
| 30D | -46.0% | +0.4% | -46.4% | -46.0% |
| 3M | -43.2% | -12.6% | -30.6% | -38.3% |
| 6M | -53.7% | +0.6% | -54.3% | -54.4% |
| YTD | +46.9% | +12.4% | +34.5% | +34.6% |
| 1Y | +54.3% | +27.7% | +26.6% | +30.5% |
| 3Y | +185.5% | +172.4% | +13.2% | +57.3% |
| 5Y | -31.1% | +64.0% | -95.0% | -51.4% |
| All | +66.4% | +86.5% | -20.1% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling