+210.9%
DOCN vs CG
+53.5%
+157.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.5% |
| 7D | -12.1% | +2.0% | -14.1% | -12.9% |
| 30D | -41.0% | +8.5% | -49.6% | -43.9% |
| 3M | -38.7% | -12.1% | -26.6% | -34.2% |
| 6M | -51.5% | -16.4% | -35.1% | -46.6% |
| YTD | +65.3% | -28.0% | +93.2% | +98.9% |
| 1Y | +53.9% | -18.9% | +72.8% | +70.4% |
| All | +210.9% | +53.5% | +157.4% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling