-50.3%
DOCS vs CAG
-42.8%
-7.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -1.4% | -3.8% | +2.4% | -1.4% |
| 30D | +21.8% | +3.1% | +18.7% | +21.7% |
| 3M | +27.3% | +23.5% | +3.8% | +28.0% |
| 6M | -0.3% | -14.8% | +14.5% | -2.3% |
| YTD | -40.5% | -5.4% | -35.1% | -41.1% |
| 1Y | -61.5% | -11.8% | -49.7% | -62.0% |
| 3Y | +8.2% | -36.7% | +44.8% | +5.4% |
| 5Y | -73.4% | -40.3% | -33.2% | -73.3% |
| All | -50.3% | -42.8% | -7.5% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling