-5.1%
CNC vs DOCS
-52.4%
+47.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +2.2% | +2.6% | -0.4% | +2.1% |
| 30D | +1.6% | +11.4% | -9.8% | +1.1% |
| 3M | +7.9% | +25.4% | -17.5% | +6.9% |
| 6M | +21.2% | +42.5% | -21.4% | +18.9% |
| YTD | +73.2% | -24.7% | +97.9% | +73.8% |
| 1Y | +97.5% | -32.9% | +130.4% | +98.8% |
| 3Y | -1.2% | +39.6% | -40.8% | -4.3% |
| All | -5.1% | -52.4% | +47.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling