+75.7%
CNP vs DOC
-22.8%
+98.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -4.4% |
| 7D | -1.3% | +8.7% | -10.1% | -3.8% |
| 30D | +8.7% | +7.6% | +1.1% | +6.3% |
| 3M | -0.7% | -5.3% | +4.6% | +0.7% |
| 6M | -4.2% | +27.6% | -31.8% | -11.8% |
| YTD | +8.9% | +32.4% | -23.5% | -1.6% |
| 1Y | +8.3% | +22.9% | -14.5% | +0.5% |
| 3Y | +61.8% | +43.1% | +18.7% | +37.3% |
| 5Y | +75.7% | -21.4% | +97.1% | +93.6% |
| All | +75.7% | -22.8% | +98.5% | +93.6% |
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