-47.3%
DOCS vs CAI
+12.6%
-59.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.1% |
| 7D | +1.2% | -6.3% | +7.5% | +2.4% |
| 30D | +21.3% | +9.3% | +12.0% | +19.1% |
| 3M | +58.4% | +106.3% | -48.0% | +41.0% |
| 6M | +39.3% | +77.7% | -38.4% | +25.4% |
| YTD | -21.7% | +23.1% | -44.8% | -29.6% |
| 1Y | -47.3% | +6.5% | -53.9% | -52.4% |
| All | -47.3% | +12.6% | -59.9% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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