-48.1%
DOCS vs CAG
-4.1%
-43.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | -0.8% | +5.8% | -6.6% | -1.7% |
| 30D | +17.4% | +16.4% | +1.1% | +14.8% |
| 3M | +57.4% | +3.8% | +53.5% | +56.3% |
| 6M | +26.5% | +10.8% | +15.7% | +24.3% |
| YTD | -26.6% | -5.8% | -20.8% | -28.7% |
| 1Y | -48.1% | -2.4% | -45.7% | -49.8% |
| All | -48.1% | -4.1% | -43.9% | -49.8% |
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