-48.1%
DOCS vs CPB
-17.5%
-30.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | -1.3% | +11.6% | -12.9% | -4.0% |
| 30D | +19.4% | +23.3% | -3.9% | +13.3% |
| 3M | +53.4% | +1.6% | +51.7% | +52.1% |
| 6M | +28.8% | +13.9% | +14.8% | +25.4% |
| YTD | -25.1% | -11.7% | -13.4% | -29.3% |
| 1Y | -48.1% | -18.2% | -29.9% | -50.8% |
| All | -48.1% | -17.5% | -30.6% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling