-31.1%
DOCN vs CI
+54.1%
-85.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.3% | -14.6% | -15.8% |
| 7D | -29.3% | +1.0% | -30.3% | -29.3% |
| 30D | -46.0% | +9.9% | -55.9% | -46.5% |
| 3M | -43.2% | +12.1% | -55.3% | -44.0% |
| 6M | -53.7% | +10.6% | -64.3% | -54.5% |
| YTD | +46.9% | +11.4% | +35.5% | +43.9% |
| 1Y | +54.3% | +18.8% | +35.6% | +49.4% |
| 3Y | +185.5% | +2.9% | +182.7% | +178.6% |
| 5Y | -31.1% | +54.5% | -85.6% | -47.3% |
| All | -31.1% | +54.1% | -85.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling