-31.1%
DOCN vs CSGP
-62.1%
+31.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.6% | -14.2% | -15.0% |
| 7D | -29.3% | +13.9% | -43.2% | -34.3% |
| 30D | -46.0% | +16.0% | -62.0% | -52.1% |
| 3M | -43.2% | +6.1% | -49.3% | -48.4% |
| 6M | -53.7% | -8.2% | -45.6% | -55.4% |
| YTD | +46.9% | -52.3% | +99.3% | +126.4% |
| 1Y | +54.3% | -54.5% | +108.8% | +145.8% |
| 3Y | +185.5% | -58.6% | +244.1% | +350.2% |
| 5Y | -31.1% | -61.5% | +30.4% | +35.1% |
| All | -31.1% | -62.1% | +31.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling