+195.8%
DOCN vs CRBG
+117.3%
+78.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.4% | -7.6% | -6.9% |
| 7D | +9.3% | +0.6% | +8.7% | +8.8% |
| 30D | -7.8% | +2.6% | -10.4% | -9.4% |
| 3M | -29.6% | +24.0% | -53.6% | -37.5% |
| 6M | +79.0% | +50.5% | +28.5% | +44.7% |
| YTD | +155.5% | +17.1% | +138.4% | +131.7% |
| 1Y | +236.3% | +5.9% | +230.4% | +219.3% |
| 3Y | +372.0% | +122.7% | +249.2% | +225.7% |
| All | +195.8% | +117.3% | +78.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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