-35.6%
DOCN vs CG
-22.2%
-13.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | -19.2% | -1.2% | -18.0% | -18.2% |
| 30D | -43.1% | +5.0% | -48.1% | -45.3% |
| 3M | -40.7% | -18.2% | -22.5% | -31.8% |
| 6M | -55.0% | -20.7% | -34.3% | -47.5% |
| YTD | +50.6% | -31.4% | +82.0% | +94.1% |
| 1Y | +54.0% | -22.3% | +76.2% | +78.2% |
| 3Y | +203.9% | +50.2% | +153.7% | +78.4% |
| All | -35.6% | -22.2% | -13.4% | -12.1% |
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