-53.9%
DOCS vs CF
+192.8%
-246.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.1% | -7.3% |
| 7D | -7.3% | -0.9% | -6.4% | -7.3% |
| 30D | -10.9% | +18.1% | -29.0% | -11.2% |
| 3M | +20.3% | +23.4% | -3.1% | +19.5% |
| 6M | -3.6% | +17.1% | -20.7% | -4.1% |
| YTD | -44.9% | +76.2% | -121.1% | -46.1% |
| 1Y | -64.9% | +62.3% | -127.1% | -65.5% |
| 3Y | +7.6% | +71.8% | -64.2% | +4.5% |
| 5Y | -74.0% | +234.6% | -308.5% | -80.9% |
| All | -53.9% | +192.8% | -246.7% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling