-38.7%
DOCS vs CAG
-43.0%
+4.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -2.0% |
| 7D | -0.8% | +5.8% | -6.6% | -0.9% |
| 30D | +17.4% | +16.4% | +1.1% | +17.2% |
| 3M | +57.4% | +3.8% | +53.5% | +57.3% |
| 6M | +26.5% | +10.8% | +15.7% | +26.5% |
| YTD | -26.6% | -5.8% | -20.8% | -27.3% |
| 1Y | -48.1% | -2.4% | -45.7% | -48.4% |
| 3Y | +52.6% | -33.4% | +86.1% | +48.2% |
| 5Y | -52.1% | -39.4% | -12.6% | -53.0% |
| All | -38.7% | -43.0% | +4.3% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling