+13.1%
CNH vs DOC
-24.5%
+37.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| YTD | +57.7% | +34.1% | +23.5% | +35.7% |
| 1Y | +28.0% | +22.6% | +5.3% | +14.7% |
| 3Y | +11.5% | +20.8% | -9.3% | -0.9% |
| All | +13.1% | -24.5% | +37.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling