+8.9%
DOCS vs CP
+17.1%
-8.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | -2.7% | +1.3% | -1.0% |
| 30D | +21.8% | +0.2% | +21.7% | +21.8% |
| 3M | +27.3% | +2.6% | +24.7% | +26.9% |
| 6M | -0.3% | +6.0% | -6.3% | -1.2% |
| YTD | -40.5% | +24.9% | -65.4% | -43.1% |
| 1Y | -61.5% | +20.1% | -81.7% | -62.8% |
| All | +8.9% | +17.1% | -8.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling