-54.2%
DOCS vs CPB
-31.3%
-22.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -0.8% | +8.0% | -8.7% | -0.7% |
| 30D | +17.4% | +22.4% | -5.0% | +17.6% |
| 3M | +57.4% | +2.5% | +54.8% | +57.1% |
| 6M | +26.5% | +12.2% | +14.3% | +27.1% |
| YTD | -26.6% | -12.8% | -13.8% | -28.4% |
| 1Y | -48.1% | -19.2% | -28.9% | -49.7% |
| 3Y | +52.6% | -35.6% | +88.2% | +46.0% |
| All | -54.2% | -31.3% | -22.9% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling