-38.7%
DOCS vs CFG
+71.4%
-110.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.3% |
| 30D | +17.4% | +1.1% | +16.3% | +17.1% |
| 3M | +57.4% | -12.0% | +69.3% | +66.0% |
| 6M | +26.5% | -2.2% | +28.8% | +27.1% |
| YTD | -26.6% | +11.4% | -38.0% | -31.1% |
| 1Y | -48.1% | +27.8% | -75.9% | -54.2% |
| 3Y | +52.6% | +173.3% | -120.7% | -8.4% |
| 5Y | -52.1% | +62.4% | -114.5% | -63.7% |
| All | -38.7% | +71.4% | -110.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling