-15.8%
CPNG vs DOC
+27.8%
-43.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.8% | +13.2% |
| 7D | +20.8% | +8.7% | +12.1% | +25.3% |
| 30D | +20.1% | +7.6% | +12.4% | +23.8% |
| 3M | +1.6% | -5.3% | +6.9% | -2.7% |
| 6M | -15.8% | +27.6% | -43.4% | +1.7% |
| All | -15.8% | +27.8% | -43.7% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling