-61.5%
DOCS vs CF
+62.4%
-124.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -3.0% |
| 7D | -1.4% | +6.0% | -7.4% | -1.1% |
| 30D | +21.8% | +14.8% | +7.0% | +22.9% |
| 3M | +27.3% | +14.1% | +13.2% | +28.4% |
| 6M | -0.3% | +28.5% | -28.9% | -0.5% |
| YTD | -40.5% | +74.9% | -115.4% | -41.8% |
| 1Y | -61.5% | +61.7% | -123.2% | -61.2% |
| All | -61.5% | +62.4% | -124.0% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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