-3.5%
CNC vs DOCS
-19.4%
+15.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -5.3% | +0.1% | -5.3% | -5.3% |
| 30D | +2.0% | +8.7% | -6.6% | +1.8% |
| 3M | +4.8% | +32.9% | -28.1% | +3.8% |
| 6M | +18.5% | +25.5% | -7.0% | +17.2% |
| YTD | +70.8% | -25.0% | +95.8% | +71.1% |
| 1Y | +94.1% | -34.9% | +129.0% | +95.0% |
| 3Y | -2.2% | +39.3% | -41.5% | -4.1% |
| 5Y | -7.4% | -54.8% | +47.4% | -9.7% |
| All | -3.5% | -19.4% | +15.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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