-31.1%
DOCN vs CG
-21.0%
-10.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.5% | -9.3% | -10.8% |
| 7D | -29.3% | -1.5% | -27.8% | -28.3% |
| 30D | -46.0% | +2.8% | -48.8% | -47.3% |
| 3M | -43.2% | -19.2% | -23.9% | -34.0% |
| 6M | -53.7% | -21.0% | -32.8% | -45.9% |
| YTD | +46.9% | -31.0% | +77.9% | +88.3% |
| 1Y | +54.3% | -21.1% | +75.4% | +76.5% |
| 3Y | +185.5% | +48.8% | +136.8% | +69.9% |
| 5Y | -31.1% | -21.5% | -9.6% | -6.1% |
| All | -31.1% | -21.0% | -10.1% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling