-73.2%
DOCS vs CG
+10.1%
-83.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -1.9% |
| 7D | -1.4% | -4.3% | +2.9% | +0.9% |
| 30D | +21.8% | -5.1% | +26.9% | +25.0% |
| 3M | +27.3% | +8.7% | +18.6% | +20.5% |
| 6M | -0.3% | -9.2% | +8.9% | +3.1% |
| YTD | -40.5% | -18.9% | -21.6% | -35.2% |
| 1Y | -61.5% | -25.6% | -35.9% | -56.3% |
| 3Y | +8.2% | +57.3% | -49.1% | -30.3% |
| All | -73.2% | +10.1% | -83.3% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling