-69.0%
CPNG vs DOC
-9.8%
-59.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.9% |
| 7D | -7.4% | -1.5% | -6.0% | -7.0% |
| 30D | -4.4% | -4.8% | +0.3% | -3.1% |
| 3M | -7.5% | +6.9% | -14.4% | -10.0% |
| 6M | -19.9% | +20.7% | -40.7% | -26.2% |
| YTD | -35.2% | +34.1% | -69.3% | -43.1% |
| 1Y | -46.8% | +22.6% | -69.4% | -51.6% |
| 3Y | -20.2% | +20.8% | -41.0% | -28.4% |
| 5Y | -48.4% | -24.9% | -23.6% | -45.4% |
| All | -69.0% | -9.8% | -59.2% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling