-50.3%
DOCS vs CP
+24.6%
-74.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | +21.8% | +0.2% | +21.7% | +21.9% |
| 3M | +27.3% | +2.6% | +24.7% | +26.2% |
| 6M | -0.3% | +6.0% | -6.3% | -2.7% |
| YTD | -40.5% | +24.9% | -65.4% | -45.6% |
| 1Y | -61.5% | +20.1% | -81.7% | -64.3% |
| 3Y | +8.2% | +16.4% | -8.2% | -0.7% |
| 5Y | -73.4% | +31.7% | -105.2% | -77.6% |
| All | -50.3% | +24.6% | -74.8% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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