-15.2%
CNH vs DOC
-22.8%
+7.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.6% |
| 7D | +6.5% | +8.7% | -2.3% | +2.3% |
| 30D | -12.0% | +7.6% | -19.6% | -15.0% |
| 3M | +4.4% | -5.3% | +9.6% | +6.8% |
| 6M | +15.7% | +27.6% | -11.9% | +2.4% |
| YTD | +28.2% | +32.4% | -4.2% | +10.7% |
| 1Y | +14.8% | +22.9% | -8.1% | +2.6% |
| 3Y | +8.3% | +43.1% | -34.8% | -12.5% |
| 5Y | -15.2% | -21.4% | +6.2% | -7.9% |
| All | -15.2% | -22.8% | +7.6% | -7.9% |
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