-41.8%
DOCS vs CAI
-3.6%
-38.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -21.6% | +17.3% | -0.7% |
| 7D | -1.3% | -28.0% | +26.6% | +3.7% |
| 30D | +19.4% | -5.2% | +24.6% | +20.1% |
| 3M | +53.4% | +58.2% | -4.8% | +43.7% |
| 6M | +28.8% | +37.4% | -8.6% | +21.8% |
| YTD | -25.1% | -3.5% | -21.5% | -27.7% |
| 1Y | -48.1% | -10.9% | -37.3% | -49.6% |
| All | -41.8% | -3.6% | -38.2% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling