-37.4%
DOCS vs CP
+27.8%
-65.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -1.3% | +6.1% | -7.4% | -3.2% |
| 30D | +19.4% | +9.8% | +9.6% | +15.7% |
| 3M | +53.4% | +2.7% | +50.6% | +52.1% |
| 6M | +28.8% | +12.8% | +16.0% | +23.3% |
| YTD | -25.1% | +28.2% | -53.2% | -32.1% |
| 1Y | -48.1% | +34.1% | -82.3% | -53.9% |
| 3Y | +51.4% | +28.9% | +22.5% | +32.5% |
| 5Y | -51.1% | +27.1% | -78.2% | -57.9% |
| All | -37.4% | +27.8% | -65.2% | -45.2% |
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