-56.7%
DOCS vs CNI
+8.0%
-64.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -4.2% | -1.1% | -3.1% | -3.7% |
| 30D | +8.6% | +7.6% | +1.0% | +5.1% |
| 3M | +27.2% | +1.6% | +25.7% | +26.3% |
| 6M | +26.5% | +16.6% | +9.9% | +17.5% |
| YTD | -25.0% | +31.3% | -56.2% | -35.4% |
| 1Y | -37.0% | +35.2% | -72.2% | -46.7% |
| 3Y | +39.4% | +21.5% | +17.9% | +21.2% |
| 5Y | -56.7% | +8.5% | -65.1% | -61.5% |
| All | -56.7% | +8.0% | -64.7% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling