-55.0%
DOCS vs CAG
-39.8%
-15.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -0.6% | +6.6% | -7.2% | -0.5% |
| 30D | +6.3% | +13.9% | -7.6% | +6.6% |
| 3M | +26.5% | +4.0% | +22.5% | +26.6% |
| 6M | +24.8% | +10.0% | +14.8% | +25.0% |
| YTD | -26.8% | -6.1% | -20.6% | -27.7% |
| 1Y | -38.3% | -4.3% | -34.0% | -38.9% |
| 3Y | +36.0% | -34.6% | +70.6% | +30.4% |
| 5Y | -55.0% | -39.4% | -15.5% | -54.0% |
| All | -55.0% | -39.8% | -15.2% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling