-32.9%
DOCS vs CAG
-9.3%
-23.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | +2.6% | -3.3% | +5.9% | +3.1% |
| 30D | +11.4% | +7.7% | +3.8% | +9.7% |
| 3M | +25.4% | -3.2% | +28.6% | +26.0% |
| 6M | +42.5% | +7.0% | +35.6% | +40.3% |
| YTD | -24.7% | -9.0% | -15.7% | -25.5% |
| 1Y | -32.9% | -9.6% | -23.3% | -33.7% |
| All | -32.9% | -9.3% | -23.7% | -33.7% |
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