+97.7%
DOCN vs CG
+37.8%
+59.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.5% | -11.7% | -10.5% |
| 7D | -20.0% | +9.4% | -29.5% | -25.7% |
| 30D | -38.8% | +8.7% | -47.5% | -42.9% |
| 3M | -34.8% | -15.0% | -19.8% | -27.8% |
| 6M | -22.8% | -13.2% | -9.6% | -16.2% |
| YTD | +74.6% | -26.2% | +100.8% | +110.1% |
| 1Y | +116.4% | -14.1% | +130.5% | +130.7% |
| 3Y | +239.3% | +59.2% | +180.2% | +98.8% |
| 5Y | -20.2% | -14.8% | -5.4% | -20.4% |
| All | +97.7% | +37.8% | +59.9% | +69.3% |
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