+66.4%
DOCN vs CNH
-4.1%
+70.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.9% | -11.9% | -14.1% |
| 7D | -29.3% | -0.4% | -28.9% | -29.1% |
| 30D | -46.0% | -15.2% | -30.8% | -42.2% |
| 3M | -43.2% | +4.3% | -47.5% | -46.1% |
| 6M | -53.7% | +10.1% | -63.8% | -58.2% |
| YTD | +46.9% | +23.2% | +23.7% | +22.1% |
| 1Y | +54.3% | +8.5% | +45.8% | +37.0% |
| 3Y | +185.5% | +4.1% | +181.5% | +153.6% |
| 5Y | -31.1% | -17.8% | -13.2% | -32.0% |
| All | +66.4% | -4.1% | +70.4% | +59.3% |
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