-43.0%
DOCS vs CAI
-6.6%
-36.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.5% |
| 7D | -0.8% | -26.5% | +25.7% | +4.0% |
| 30D | +17.4% | -6.9% | +24.3% | +18.5% |
| 3M | +57.4% | +26.1% | +31.2% | +50.6% |
| 6M | +26.5% | +31.9% | -5.3% | +20.5% |
| YTD | -26.6% | -6.5% | -20.1% | -28.8% |
| 1Y | -48.1% | +2.5% | -50.6% | -50.0% |
| All | -43.0% | -6.6% | -36.4% | -45.1% |
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