+70.5%
DOCN vs CP
+36.6%
+33.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.5% |
| 7D | -19.2% | +2.8% | -21.9% | -20.5% |
| 30D | -43.1% | +10.2% | -53.3% | -46.4% |
| 3M | -40.7% | +2.4% | -43.1% | -41.9% |
| 6M | -55.0% | +7.7% | -62.6% | -57.8% |
| YTD | +50.6% | +26.0% | +24.6% | +25.4% |
| 1Y | +54.0% | +34.6% | +19.3% | +22.4% |
| 3Y | +203.9% | +26.7% | +177.2% | +151.5% |
| 5Y | -29.4% | +24.9% | -54.3% | -42.5% |
| All | +70.5% | +36.6% | +33.9% | +29.9% |
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