-50.3%
DOCS vs CNH
+13.7%
-64.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.8% |
| 7D | -1.4% | +23.3% | -24.7% | -7.1% |
| 30D | +21.8% | +33.5% | -11.6% | +12.1% |
| 3M | +27.3% | +32.7% | -5.4% | +16.6% |
| 6M | -0.3% | +22.2% | -22.5% | -7.3% |
| YTD | -40.5% | +57.7% | -98.2% | -50.2% |
| 1Y | -61.5% | +28.0% | -89.5% | -65.2% |
| 3Y | +8.2% | +11.5% | -3.4% | +0.6% |
| 5Y | -73.4% | +11.9% | -85.3% | -75.4% |
| All | -50.3% | +13.7% | -64.0% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling