-51.1%
DOCS vs CAG
-38.7%
-12.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.3% |
| 7D | -1.3% | +11.4% | -12.7% | -1.2% |
| 30D | +19.4% | +16.7% | +2.7% | +19.7% |
| 3M | +53.4% | +4.5% | +48.9% | +53.4% |
| 6M | +28.8% | +13.3% | +15.4% | +29.2% |
| YTD | -25.1% | -4.2% | -20.9% | -26.0% |
| 1Y | -48.1% | -2.9% | -45.2% | -48.7% |
| 3Y | +51.4% | -33.2% | +84.5% | +45.2% |
| 5Y | -51.1% | -38.4% | -12.7% | -50.0% |
| All | -51.1% | -38.7% | -12.4% | -50.0% |
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