+164.6%
DOCN vs CG
+51.4%
+113.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +4.0% |
| 7D | +1.1% | -4.3% | +5.5% | +4.4% |
| 30D | -9.6% | -5.1% | -4.5% | -6.7% |
| 3M | -37.7% | +8.7% | -46.4% | -42.6% |
| 6M | +115.2% | -9.2% | +124.4% | +125.9% |
| YTD | +133.7% | -18.9% | +152.6% | +165.2% |
| 1Y | +250.2% | -25.6% | +275.8% | +321.5% |
| 3Y | +320.3% | +57.3% | +263.0% | +154.3% |
| 5Y | +53.1% | +10.2% | +42.9% | +37.3% |
| All | +164.6% | +51.4% | +113.2% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling