+252.3%
DOCN vs CSGP
-57.8%
+310.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.0% | -11.2% | -7.6% |
| 7D | -20.0% | +18.3% | -38.3% | -21.8% |
| 30D | -38.8% | +17.8% | -56.6% | -40.9% |
| 3M | -34.8% | +9.3% | -44.1% | -36.9% |
| 6M | -22.8% | -7.9% | -14.9% | -21.8% |
| YTD | +74.6% | -51.5% | +126.2% | +133.3% |
| 1Y | +116.4% | -53.3% | +169.8% | +194.2% |
| All | +252.3% | -57.8% | +310.1% | +375.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling