+1,812.7%
CNP vs DOC
+2,974.4%
-1,161.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.7% |
| 6M | -8.8% | +20.7% | -29.6% | -14.7% |
| YTD | +5.2% | +34.1% | -28.9% | -4.9% |
| 1Y | +8.3% | +22.6% | -14.3% | +0.4% |
| 3Y | +54.9% | +20.8% | +34.1% | +42.0% |
| 5Y | +73.5% | -24.9% | +98.4% | +82.4% |
| 10Y | +139.1% | -1.8% | +140.9% | +129.7% |
| All | +1,812.7% | +2,974.4% | -1,161.7% | +896.3% |
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