-73.2%
DOCS vs CPB
-39.5%
-33.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.8% |
| 7D | -1.4% | -8.6% | +7.2% | -1.4% |
| 30D | +21.8% | -7.2% | +29.1% | +21.7% |
| 3M | +27.3% | +0.9% | +26.4% | +27.8% |
| 6M | -0.3% | -11.8% | +11.5% | -1.6% |
| YTD | -40.5% | -19.4% | -21.1% | -41.7% |
| 1Y | -61.5% | -30.4% | -31.2% | -62.8% |
| 3Y | +8.2% | -40.2% | +48.3% | +4.3% |
| All | -73.2% | -39.5% | -33.7% | -74.2% |
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