-51.1%
DOCS vs CPB
-31.1%
-20.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.3% |
| 7D | -1.3% | +11.6% | -12.9% | -1.3% |
| 30D | +19.4% | +23.3% | -3.9% | +19.6% |
| 3M | +53.4% | +1.6% | +51.7% | +53.0% |
| 6M | +28.8% | +13.9% | +14.8% | +29.4% |
| YTD | -25.1% | -11.7% | -13.4% | -26.9% |
| 1Y | -48.1% | -18.2% | -29.9% | -49.8% |
| 3Y | +51.4% | -35.2% | +86.5% | +44.6% |
| 5Y | -51.1% | -30.5% | -20.6% | -46.9% |
| All | -51.1% | -31.1% | -20.0% | -46.9% |
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