-73.2%
DOCS vs CSGP
-64.7%
-8.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -1.5% |
| 7D | -1.4% | -4.1% | +2.6% | +0.8% |
| 30D | +21.8% | +2.3% | +19.5% | +20.1% |
| 3M | +27.3% | -8.2% | +35.5% | +32.0% |
| 6M | -0.3% | -35.1% | +34.7% | +24.0% |
| YTD | -40.5% | -54.0% | +13.5% | -12.4% |
| 1Y | -61.5% | -65.3% | +3.8% | -34.2% |
| 3Y | +8.2% | -62.6% | +70.7% | +68.8% |
| All | -73.2% | -64.7% | -8.5% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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