+70.0%
CNP vs DOC
-22.1%
+92.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -5.3% | +6.2% | -11.5% | -7.0% |
| 30D | +3.7% | +6.5% | -2.8% | +1.7% |
| 3M | -1.1% | -6.2% | +5.2% | +0.6% |
| 6M | -7.1% | +25.6% | -32.7% | -14.1% |
| YTD | +6.0% | +32.1% | -26.0% | -4.1% |
| 1Y | +5.2% | +20.3% | -15.1% | -1.7% |
| 3Y | +57.5% | +42.7% | +14.8% | +33.8% |
| 5Y | +70.0% | -22.2% | +92.2% | +88.5% |
| All | +70.0% | -22.1% | +92.1% | +88.5% |
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