-20.2%
DOCN vs CP
+26.7%
-46.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.5% | -10.6% | -9.3% |
| 7D | -20.0% | +5.6% | -25.6% | -22.9% |
| 30D | -38.8% | +10.0% | -48.8% | -42.6% |
| 3M | -34.8% | +4.4% | -39.2% | -37.1% |
| 6M | -22.8% | +14.1% | -36.8% | -30.8% |
| YTD | +74.6% | +29.1% | +45.6% | +40.3% |
| 1Y | +116.4% | +34.6% | +81.9% | +68.2% |
| 3Y | +239.3% | +29.8% | +209.6% | +168.8% |
| 5Y | -20.2% | +28.7% | -48.9% | -33.9% |
| All | -20.2% | +26.7% | -46.9% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling