-1.7%
CPNG vs DOC
+43.2%
-44.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.4% | -3.7% |
| 7D | +12.7% | +6.2% | +6.5% | +12.0% |
| 30D | +13.9% | +6.5% | +7.4% | +13.1% |
| 3M | +2.6% | -6.2% | +8.9% | +3.2% |
| 6M | -20.9% | +25.6% | -46.5% | -24.1% |
| YTD | -30.4% | +32.1% | -62.5% | -34.2% |
| 1Y | -45.7% | +20.3% | -66.0% | -47.2% |
| All | -1.7% | +43.2% | -44.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling