+36.6%
CNH vs DOC
+8.7%
+27.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.5% |
| 7D | +6.5% | +8.7% | -2.3% | +2.7% |
| 30D | -12.0% | +7.6% | -19.6% | -14.7% |
| 3M | +4.4% | -5.3% | +9.6% | +6.6% |
| 6M | +15.7% | +27.6% | -11.9% | +3.7% |
| YTD | +28.2% | +32.4% | -4.2% | +12.6% |
| 1Y | +14.8% | +22.9% | -8.1% | +3.8% |
| 3Y | +8.3% | +43.1% | -34.8% | -9.2% |
| 5Y | -15.2% | -21.4% | +6.2% | -10.0% |
| 10Y | +122.0% | +16.8% | +105.2% | +98.7% |
| All | +36.6% | +8.7% | +27.9% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling