-37.4%
DOCS vs CAI
-2.4%
-35.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | 0.0% | -20.3% | +20.3% | +4.1% |
| 30D | +7.8% | -13.9% | +21.7% | +10.4% |
| 3M | +20.0% | +12.4% | +7.5% | +15.4% |
| 6M | +26.5% | +58.3% | -31.8% | +17.0% |
| YTD | -25.8% | -5.2% | -20.5% | -29.7% |
| All | -37.4% | -2.4% | -35.1% | -41.4% |
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