-32.9%
DOCS vs CAI
-6.2%
-26.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.3% | +1.2% |
| 7D | +2.6% | -8.7% | +11.2% | +4.3% |
| 30D | +11.4% | -23.8% | +35.3% | +16.9% |
| 3M | +25.4% | +3.9% | +21.5% | +22.6% |
| 6M | +42.5% | +56.8% | -14.3% | +32.1% |
| YTD | -24.7% | -14.6% | -10.1% | -27.5% |
| 1Y | -32.9% | -5.2% | -27.8% | -35.8% |
| All | -32.9% | -6.2% | -26.8% | -35.8% |
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