-47.3%
DOCS vs CNH
+15.2%
-62.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.3% |
| 7D | +1.2% | +6.5% | -5.2% | +1.7% |
| 30D | +21.3% | -12.0% | +33.3% | +20.4% |
| 3M | +58.4% | +4.4% | +54.0% | +59.4% |
| 6M | +39.3% | +15.7% | +23.6% | +42.3% |
| YTD | -21.7% | +28.2% | -49.9% | -30.1% |
| 1Y | -47.3% | +14.8% | -62.1% | -48.5% |
| All | -47.3% | +15.2% | -62.6% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling