+74.4%
CNP vs DOC
-24.5%
+99.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | -1.8% | -4.8% | +2.9% | -0.5% |
| 3M | -4.6% | +6.9% | -11.5% | -6.6% |
| 6M | -8.8% | +20.7% | -29.6% | -14.5% |
| YTD | +5.2% | +34.1% | -28.9% | -5.1% |
| 1Y | +8.3% | +22.6% | -14.3% | +0.6% |
| 3Y | +54.9% | +20.8% | +34.1% | +42.6% |
| All | +74.4% | -24.5% | +99.0% | +92.9% |
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