+105.3%
CNC vs DOC
-2.1%
+107.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | +3.5% | -1.5% | +5.0% | +4.0% |
| 30D | +0.1% | -4.8% | +4.8% | +1.6% |
| 3M | +6.9% | +6.9% | 0.0% | +4.7% |
| 6M | +49.0% | +20.7% | +28.3% | +39.5% |
| YTD | +62.9% | +34.1% | +28.8% | +47.4% |
| 1Y | +134.0% | +22.6% | +111.4% | +117.3% |
| 3Y | +9.4% | +20.8% | -11.4% | -0.4% |
| 5Y | +4.1% | -24.9% | +29.0% | +11.4% |
| All | +105.3% | -2.1% | +107.4% | +100.1% |
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