-52.3%
DOCS vs CF
+111.0%
-163.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.4% | +10.7% | +6.3% |
| 7D | +1.2% | -6.9% | +8.1% | +1.1% |
| 30D | +21.3% | -3.7% | +25.0% | +21.2% |
| 3M | +58.4% | -5.0% | +63.3% | +58.3% |
| 6M | +39.3% | -10.5% | +49.8% | +39.4% |
| YTD | -21.7% | +46.5% | -68.2% | -22.5% |
| 1Y | -47.3% | +34.8% | -82.1% | -47.7% |
| 3Y | +58.2% | +46.7% | +11.5% | +55.8% |
| 5Y | -52.3% | +112.0% | -164.3% | -57.4% |
| All | -52.3% | +111.0% | -163.3% | -57.4% |
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