+60.1%
DOCN vs CSGP
-64.7%
+124.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +4.3% |
| 7D | +1.1% | -4.1% | +5.2% | +3.7% |
| 30D | -9.6% | +2.3% | -12.0% | -12.5% |
| 3M | -37.7% | -8.2% | -29.5% | -37.1% |
| 6M | +115.2% | -35.1% | +150.3% | +174.5% |
| YTD | +133.7% | -54.0% | +187.8% | +280.5% |
| 1Y | +250.2% | -65.3% | +315.5% | +615.6% |
| 3Y | +320.3% | -62.6% | +382.9% | +653.0% |
| All | +60.1% | -64.7% | +124.8% | +159.6% |
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