+198.1%
DOCN vs CSGP
-63.3%
+261.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -1.8% | +14.5% | +13.7% |
| 7D | +16.3% | -5.1% | +21.4% | +19.7% |
| 30D | +2.0% | +0.3% | +1.7% | 0.0% |
| 3M | -25.2% | -9.1% | -16.0% | -24.1% |
| 6M | +132.7% | -37.3% | +170.0% | +200.4% |
| YTD | +163.3% | -54.9% | +218.2% | +324.3% |
| 1Y | +280.3% | -65.5% | +345.9% | +653.6% |
| 3Y | +371.8% | -63.3% | +435.1% | +738.4% |
| 5Y | +87.1% | -65.8% | +152.9% | +200.5% |
| All | +198.1% | -63.3% | +261.4% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling