-48.9%
DOCS vs CAG
-39.6%
-9.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.0% | +0.4% | +6.4% |
| 7D | +1.2% | +9.7% | -8.5% | +1.4% |
| 30D | +21.3% | +15.8% | +5.5% | +21.7% |
| 3M | +58.4% | +1.8% | +56.6% | +58.4% |
| 6M | +39.3% | +11.5% | +27.8% | +39.9% |
| YTD | -21.7% | -6.7% | -15.0% | -22.7% |
| 1Y | -47.3% | -5.6% | -41.7% | -47.9% |
| 3Y | +58.2% | -34.2% | +92.4% | +51.5% |
| All | -48.9% | -39.6% | -9.3% | -47.8% |
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 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