-47.3%
DOCS vs CAG
-6.8%
-40.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.4% | +5.4% |
| 7D | +1.2% | +9.7% | -8.5% | -0.2% |
| 30D | +21.3% | +15.8% | +5.5% | +18.6% |
| 3M | +58.4% | +1.8% | +56.6% | +57.7% |
| 6M | +39.3% | +11.5% | +27.8% | +37.4% |
| YTD | -21.7% | -6.7% | -15.0% | -24.0% |
| 1Y | -47.3% | -5.6% | -41.7% | -49.0% |
| All | -47.3% | -6.8% | -40.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling