+97.7%
DOCN vs CSGP
-60.6%
+158.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.0% | -11.2% | -9.1% |
| 7D | -20.0% | +18.3% | -38.3% | -27.1% |
| 30D | -38.8% | +17.8% | -56.6% | -45.9% |
| 3M | -34.8% | +9.3% | -44.1% | -41.5% |
| 6M | -22.8% | -7.9% | -14.9% | -25.7% |
| YTD | +74.6% | -51.5% | +126.2% | +160.0% |
| 1Y | +116.4% | -53.3% | +169.8% | +230.2% |
| 3Y | +239.3% | -57.9% | +297.2% | +422.8% |
| 5Y | -20.2% | -61.3% | +41.1% | +17.8% |
| All | +97.7% | -60.6% | +158.3% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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