+165.3%
CNH vs DOC
-2.1%
+167.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.9% |
| 7D | +23.3% | -1.5% | +24.8% | +24.1% |
| 30D | +33.5% | -4.8% | +38.2% | +36.5% |
| 3M | +32.7% | +6.9% | +25.8% | +28.6% |
| 6M | +22.2% | +20.7% | +1.4% | +11.0% |
| YTD | +57.7% | +34.1% | +23.5% | +36.1% |
| 1Y | +28.0% | +22.6% | +5.3% | +14.8% |
| 3Y | +11.5% | +20.8% | -9.3% | -0.9% |
| 5Y | +11.9% | -24.9% | +36.7% | +22.1% |
| All | +165.3% | -2.1% | +167.4% | +154.7% |
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 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