-48.1%
DOCS vs CNH
+10.4%
-58.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -4.5% |
| 7D | -1.3% | -0.4% | -1.0% | -1.3% |
| 30D | +19.4% | -15.2% | +34.6% | +18.2% |
| 3M | +53.4% | +4.3% | +49.1% | +54.5% |
| 6M | +28.8% | +10.1% | +18.7% | +31.0% |
| YTD | -25.1% | +23.2% | -48.3% | -33.6% |
| 1Y | -48.1% | +8.5% | -56.6% | -48.5% |
| All | -48.1% | +10.4% | -58.5% | -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