-66.9%
CPNG vs DOC
-10.5%
-56.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +13.4% | +6.5% | +6.9% | +11.3% |
| 30D | +10.0% | +9.2% | +0.8% | +7.1% |
| 3M | -0.4% | -2.5% | +2.1% | +0.3% |
| 6M | -8.9% | +7.1% | -16.0% | -11.6% |
| YTD | -30.9% | +33.0% | -63.9% | -39.3% |
| 1Y | -43.8% | +23.3% | -67.1% | -48.9% |
| 3Y | -2.5% | +44.9% | -47.4% | -21.2% |
| 5Y | -45.6% | -21.6% | -24.0% | -42.5% |
| All | -66.9% | -10.5% | -56.4% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling