+70.5%
DOCN vs CPB
-42.7%
+113.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.2% |
| 7D | -19.2% | +8.0% | -27.1% | -17.5% |
| 30D | -43.1% | +22.4% | -65.4% | -40.0% |
| 3M | -40.7% | +2.5% | -43.2% | -39.4% |
| 6M | -55.0% | +12.2% | -67.2% | -53.2% |
| YTD | +50.6% | -12.8% | +63.4% | +51.5% |
| 1Y | +54.0% | -19.2% | +73.1% | +53.4% |
| 3Y | +203.9% | -35.6% | +239.5% | +194.3% |
| 5Y | -29.4% | -31.4% | +2.1% | -24.4% |
| All | +70.5% | -42.7% | +113.2% | +71.7% |
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