-46.9%
CPNG vs DOC
+21.8%
-68.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.8% | +12.4% |
| 7D | +20.8% | +8.7% | +12.1% | +22.6% |
| 30D | +20.1% | +7.6% | +12.4% | +21.6% |
| 3M | +1.6% | -5.3% | +6.9% | -0.2% |
| 6M | -15.8% | +27.6% | -43.4% | -11.5% |
| YTD | -27.7% | +32.4% | -60.1% | -23.2% |
| 1Y | -46.9% | +22.9% | -69.8% | -43.7% |
| All | -46.9% | +21.8% | -68.8% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling