+252.3%
DOCN vs CP
+29.6%
+222.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.6% | -8.9% |
| 7D | -20.0% | +5.6% | -25.6% | -22.3% |
| 30D | -38.8% | +10.0% | -48.8% | -42.0% |
| 3M | -34.8% | +4.4% | -39.2% | -36.6% |
| 6M | -22.8% | +14.1% | -36.8% | -30.0% |
| YTD | +74.6% | +29.1% | +45.6% | +41.9% |
| 1Y | +116.4% | +34.6% | +81.9% | +69.8% |
| All | +252.3% | +29.6% | +222.7% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling