-46.0%
CPNG vs DOC
-21.4%
-24.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +13.4% | +6.5% | +6.9% | +11.1% |
| 30D | +10.0% | +9.2% | +0.8% | +6.9% |
| 3M | -0.4% | -2.5% | +2.1% | +0.4% |
| 6M | -8.9% | +7.1% | -16.0% | -11.8% |
| YTD | -30.9% | +33.0% | -63.9% | -39.8% |
| 1Y | -43.8% | +23.3% | -67.1% | -49.3% |
| 3Y | -2.5% | +44.9% | -47.4% | -23.1% |
| All | -46.0% | -21.4% | -24.6% | -39.2% |
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