-38.8%
DOCS vs CNI
+32.9%
-71.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | +6.3% | +7.6% | -1.3% | +2.6% |
| 3M | +26.5% | +1.9% | +24.6% | +25.3% |
| 6M | +24.8% | +14.8% | +10.0% | +16.1% |
| YTD | -26.8% | +30.5% | -57.3% | -37.4% |
| 1Y | -38.3% | +36.5% | -74.8% | -48.7% |
| 3Y | +36.0% | +20.7% | +15.3% | +17.7% |
| 5Y | -55.0% | +7.0% | -62.0% | -58.2% |
| All | -38.8% | +32.9% | -71.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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