+52.6%
DOCS vs CG
+47.3%
+5.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.2% |
| 30D | +17.4% | +5.0% | +12.4% | +15.3% |
| 3M | +57.4% | -18.2% | +75.6% | +69.3% |
| 6M | +26.5% | -20.7% | +47.3% | +36.9% |
| YTD | -26.6% | -31.4% | +4.8% | -16.5% |
| 1Y | -48.1% | -22.3% | -25.8% | -44.2% |
| 3Y | +52.6% | +50.2% | +2.5% | +0.7% |
| All | +52.6% | +47.3% | +5.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling