+70.5%
DOCN vs CNH
-1.4%
+72.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.3% |
| 7D | -19.2% | -1.7% | -17.5% | -18.3% |
| 30D | -43.1% | -7.2% | -35.8% | -41.4% |
| 3M | -40.7% | +6.5% | -47.2% | -44.3% |
| 6M | -55.0% | +7.9% | -62.8% | -58.7% |
| YTD | +50.6% | +26.6% | +24.0% | +23.7% |
| 1Y | +54.0% | +13.8% | +40.2% | +33.5% |
| 3Y | +203.9% | +9.2% | +194.7% | +163.3% |
| 5Y | -29.4% | -15.6% | -13.8% | -31.1% |
| All | +70.5% | -1.4% | +72.0% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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