+66.4%
DOCN vs CPB
-42.0%
+108.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +0.7% | -16.6% | -15.7% |
| 7D | -29.3% | +11.6% | -40.9% | -27.2% |
| 30D | -46.0% | +23.3% | -69.4% | -43.0% |
| 3M | -43.2% | +1.6% | -44.8% | -42.0% |
| 6M | -53.7% | +13.9% | -67.7% | -51.7% |
| YTD | +46.9% | -11.7% | +58.6% | +48.3% |
| 1Y | +54.3% | -18.2% | +72.6% | +54.2% |
| 3Y | +185.5% | -35.2% | +220.7% | +176.9% |
| 5Y | -31.1% | -30.5% | -0.6% | -26.0% |
| All | +66.4% | -42.0% | +108.3% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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