+113.9%
CNC vs DOC
+15.7%
+98.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | +1.9% | +6.5% | -4.6% | -0.1% |
| 30D | +7.3% | +9.2% | -1.9% | +4.4% |
| 3M | +8.6% | -2.5% | +11.1% | +9.4% |
| 6M | +26.0% | +7.1% | +19.0% | +23.2% |
| YTD | +69.5% | +33.0% | +36.5% | +53.8% |
| 1Y | +88.0% | +23.3% | +64.7% | +74.8% |
| 3Y | -2.9% | +44.9% | -47.9% | -16.9% |
| 5Y | -6.0% | -21.6% | +15.6% | -1.0% |
| All | +113.9% | +15.7% | +98.2% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling