-73.2%
DOCS vs CNH
+11.5%
-84.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.8% |
| 7D | -1.4% | +23.3% | -24.7% | -6.7% |
| 30D | +21.8% | +33.5% | -11.6% | +12.7% |
| 3M | +27.3% | +32.7% | -5.4% | +17.3% |
| 6M | -0.3% | +22.2% | -22.5% | -6.8% |
| YTD | -40.5% | +57.7% | -98.2% | -49.7% |
| 1Y | -61.5% | +28.0% | -89.5% | -65.0% |
| 3Y | +8.2% | +11.5% | -3.4% | +1.3% |
| All | -73.2% | +11.5% | -84.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling