+39.3%
DOCS vs CFG
+4.5%
+34.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +5.8% |
| 7D | +1.2% | +1.8% | -0.5% | +0.8% |
| 30D | +21.3% | +3.3% | +18.0% | +20.2% |
| 3M | +58.4% | -9.8% | +68.2% | +57.8% |
| 6M | +39.3% | +5.2% | +34.1% | +45.7% |
| All | +39.3% | +4.5% | +34.8% | +45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling