+68.0%
CNH vs DOC
+10.2%
+57.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.8% |
| 7D | +23.3% | -1.5% | +24.8% | +24.0% |
| 30D | +33.5% | -4.8% | +38.2% | +36.2% |
| 3M | +32.7% | +6.9% | +25.8% | +28.9% |
| 6M | +22.2% | +20.7% | +1.4% | +12.0% |
| YTD | +57.7% | +34.1% | +23.5% | +37.8% |
| 1Y | +28.0% | +22.6% | +5.3% | +15.9% |
| 3Y | +11.5% | +20.8% | -9.3% | +0.3% |
| 5Y | +11.9% | -24.9% | +36.7% | +20.8% |
| 10Y | +162.8% | -1.8% | +164.6% | +143.9% |
| All | +68.0% | +10.2% | +57.8% | +49.4% |
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