-52.3%
DOCS vs CP
+26.7%
-79.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.9% | +5.2% |
| 7D | +1.2% | +5.6% | -4.3% | -0.6% |
| 30D | +21.3% | +10.0% | +11.3% | +17.5% |
| 3M | +58.4% | +4.4% | +54.0% | +56.2% |
| 6M | +39.3% | +14.1% | +25.2% | +32.8% |
| YTD | -21.7% | +29.1% | -50.8% | -29.2% |
| 1Y | -47.3% | +34.6% | -81.9% | -53.3% |
| 3Y | +58.2% | +29.8% | +28.4% | +37.7% |
| 5Y | -52.3% | +28.7% | -81.0% | -59.4% |
| All | -52.3% | +26.7% | -79.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling