-7.9%
CNC vs DOCS
-36.0%
+28.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -1.4% |
| 7D | +3.5% | -1.4% | +5.0% | +3.6% |
| 30D | +0.1% | +21.8% | -21.7% | -0.7% |
| 3M | +6.9% | +27.3% | -20.4% | +5.9% |
| 6M | +49.0% | -0.3% | +49.4% | +48.4% |
| YTD | +62.9% | -40.5% | +103.4% | +64.4% |
| 1Y | +134.0% | -61.5% | +195.5% | +138.1% |
| 3Y | +9.4% | +8.2% | +1.2% | +8.2% |
| 5Y | +4.1% | -73.4% | +77.6% | +1.6% |
| All | -7.9% | -36.0% | +28.1% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling