+66.4%
DOCN vs CNP
+110.6%
-44.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.6% | -13.2% | -15.3% |
| 7D | -29.3% | -5.3% | -24.0% | -28.4% |
| 30D | -46.0% | +3.7% | -49.7% | -46.4% |
| 3M | -43.2% | -1.1% | -42.1% | -43.0% |
| 6M | -53.7% | -7.1% | -46.6% | -53.2% |
| YTD | +46.9% | +6.0% | +40.9% | +42.8% |
| 1Y | +54.3% | +5.2% | +49.1% | +50.2% |
| 3Y | +185.5% | +57.5% | +128.0% | +137.1% |
| 5Y | -31.1% | +70.0% | -101.1% | -38.9% |
| All | +66.4% | +110.6% | -44.3% | +59.8% |
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