+110.5%
CNC vs DOC
+21.8%
+88.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.1% | +9.5% | +11.6% |
| 7D | +13.4% | +8.7% | +4.6% | +10.5% |
| 30D | +18.2% | +7.6% | +10.6% | +15.5% |
| 3M | +18.6% | -5.3% | +23.9% | +20.4% |
| 6M | +41.9% | +27.6% | +14.3% | +33.0% |
| YTD | +84.7% | +32.4% | +52.3% | +64.8% |
| 1Y | +110.5% | +22.9% | +87.6% | +98.0% |
| All | +110.5% | +21.8% | +88.7% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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