+84.2%
DOCN vs CNP
+115.1%
-30.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.7% | +8.0% |
| 7D | -12.8% | -4.3% | -8.5% | -12.0% |
| 30D | -41.9% | +5.7% | -47.6% | -42.5% |
| 3M | -36.9% | +0.9% | -37.9% | -37.0% |
| 6M | -52.2% | -1.1% | -51.2% | -52.4% |
| YTD | +62.7% | +8.3% | +54.5% | +57.5% |
| 1Y | +58.2% | +5.9% | +52.3% | +54.0% |
| 3Y | +219.5% | +64.6% | +154.8% | +161.6% |
| 5Y | -32.9% | +74.6% | -107.4% | -40.6% |
| All | +84.2% | +115.1% | -30.8% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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