+54.3%
DOCN vs CI
+17.9%
+36.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.3% | -14.6% | -16.4% |
| 7D | -29.3% | +1.0% | -30.3% | -28.9% |
| 30D | -46.0% | +9.9% | -55.9% | -43.8% |
| 3M | -43.2% | +12.1% | -55.3% | -40.6% |
| 6M | -53.7% | +10.6% | -64.3% | -52.0% |
| YTD | +46.9% | +11.4% | +35.5% | +52.4% |
| 1Y | +54.3% | +18.8% | +35.6% | +65.5% |
| All | +54.3% | +17.9% | +36.4% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling