+8.9%
DOCS vs CNP
+55.2%
-46.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +21.8% | -1.8% | +23.6% | +22.1% |
| 3M | +27.3% | -4.6% | +31.9% | +27.9% |
| 6M | -0.3% | -8.8% | +8.5% | +0.8% |
| YTD | -40.5% | +5.2% | -45.7% | -42.1% |
| 1Y | -61.5% | +8.3% | -69.9% | -63.0% |
| All | +8.9% | +55.2% | -46.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling