-38.7%
DOCS vs CNH
-8.7%
-29.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.7% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | +17.4% | -7.2% | +24.6% | +19.3% |
| 3M | +57.4% | +6.5% | +50.8% | +52.9% |
| 6M | +26.5% | +7.9% | +18.7% | +21.4% |
| YTD | -26.6% | +26.6% | -53.2% | -35.2% |
| 1Y | -48.1% | +13.8% | -61.8% | -52.2% |
| 3Y | +52.6% | +9.2% | +43.4% | +33.8% |
| 5Y | -52.1% | -15.6% | -36.5% | -52.5% |
| All | -38.7% | -8.7% | -29.9% | -39.9% |
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