+70.5%
DOCN vs CNP
+114.3%
-43.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | -19.2% | -4.2% | -15.0% | -18.4% |
| 30D | -43.1% | +5.5% | -48.6% | -43.6% |
| 3M | -40.7% | +0.6% | -41.3% | -40.7% |
| 6M | -55.0% | -2.8% | -52.1% | -55.0% |
| YTD | +50.6% | +7.9% | +42.8% | +45.9% |
| 1Y | +54.0% | +6.7% | +47.3% | +49.5% |
| 3Y | +203.9% | +61.1% | +142.8% | +150.9% |
| 5Y | -29.4% | +73.0% | -102.3% | -37.6% |
| All | +70.5% | +114.3% | -43.7% | +63.2% |
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