+111.9%
DOCN vs CG
+26.9%
+85.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.6% | +6.5% |
| 7D | +27.4% | -1.5% | +28.9% | +28.5% |
| 30D | -29.7% | +5.7% | -35.4% | -32.9% |
| 3M | -32.5% | -17.9% | -14.6% | -22.9% |
| 6M | -42.2% | -20.2% | -22.0% | -33.4% |
| YTD | +87.2% | -32.0% | +119.2% | +140.3% |
| 1Y | +86.2% | -27.0% | +113.2% | +125.8% |
| 3Y | +257.4% | +42.8% | +214.7% | +128.6% |
| 5Y | -27.4% | -23.4% | -3.9% | -22.0% |
| All | +111.9% | +26.9% | +85.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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