-50.3%
DOCS vs CNI
+28.6%
-78.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | -1.4% | -2.1% | +0.7% | -0.4% |
| 30D | +21.8% | -3.3% | +25.1% | +23.9% |
| 3M | +27.3% | +3.8% | +23.5% | +24.7% |
| 6M | -0.3% | +12.7% | -13.0% | -6.9% |
| YTD | -40.5% | +26.3% | -66.8% | -48.3% |
| 1Y | -61.5% | +29.9% | -91.4% | -67.2% |
| 3Y | +8.2% | +15.9% | -7.8% | -4.4% |
| 5Y | -73.4% | +6.9% | -80.4% | -75.7% |
| All | -50.3% | +28.6% | -78.9% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling