+106.7%
CNH vs DOC
+14.9%
+91.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -0.4% | +6.2% | -6.6% | -3.1% |
| 30D | -15.2% | +6.5% | -21.7% | -17.7% |
| 3M | +4.3% | -6.2% | +10.5% | +7.2% |
| 6M | +10.1% | +25.6% | -15.5% | -1.7% |
| YTD | +23.2% | +32.1% | -8.9% | +6.9% |
| 1Y | +8.5% | +20.3% | -11.8% | -1.9% |
| 3Y | +4.1% | +42.7% | -38.7% | -14.5% |
| 5Y | -17.8% | -22.2% | +4.3% | -11.7% |
| All | +106.7% | +14.9% | +91.8% | +87.8% |
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