+4,577.2%
CNC vs DOC
+423.0%
+4,154.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +6.9% | +6.9% | 0.0% | +4.8% |
| 6M | +49.0% | +20.7% | +28.3% | +39.9% |
| YTD | +62.9% | +34.1% | +28.8% | +48.1% |
| 1Y | +134.0% | +22.6% | +111.4% | +118.1% |
| 3Y | +9.4% | +20.8% | -11.4% | -0.1% |
| 5Y | +4.1% | -24.9% | +29.0% | +9.1% |
| 10Y | +95.4% | -1.8% | +97.2% | +79.8% |
| All | +4,577.2% | +423.0% | +4,154.2% | +2,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling