-51.1%
DOCS vs CF
+125.5%
-176.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.5% | -4.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +19.4% | +2.2% | +17.2% | +19.5% |
| 3M | +53.4% | +2.1% | +51.3% | +53.4% |
| 6M | +28.8% | -6.5% | +35.3% | +29.0% |
| YTD | -25.1% | +55.6% | -80.6% | -25.8% |
| 1Y | -48.1% | +42.3% | -90.4% | -48.5% |
| 3Y | +51.4% | +55.7% | -4.4% | +49.2% |
| 5Y | -51.1% | +122.4% | -173.5% | -56.4% |
| All | -51.1% | +125.5% | -176.6% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling