+66.4%
DOCN vs CP
+38.9%
+27.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.7% | -15.2% | -15.5% |
| 7D | -29.3% | +6.1% | -35.4% | -31.7% |
| 30D | -46.0% | +9.8% | -55.8% | -49.0% |
| 3M | -43.2% | +2.7% | -45.9% | -44.5% |
| 6M | -53.7% | +12.8% | -66.5% | -57.8% |
| YTD | +46.9% | +28.2% | +18.8% | +21.2% |
| 1Y | +54.3% | +34.1% | +20.2% | +23.3% |
| 3Y | +185.5% | +28.9% | +156.7% | +134.2% |
| 5Y | -31.1% | +27.1% | -58.2% | -44.4% |
| All | +66.4% | +38.9% | +27.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling