+55.8%
DOCS vs CNP
+57.5%
-1.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -4.1% |
| 7D | -1.3% | -5.3% | +4.0% | -1.0% |
| 30D | +19.4% | +3.7% | +15.7% | +18.8% |
| 3M | +53.4% | -1.1% | +54.5% | +53.4% |
| 6M | +28.8% | -7.1% | +35.9% | +29.6% |
| YTD | -25.1% | +6.0% | -31.1% | -27.3% |
| 1Y | -48.1% | +5.2% | -53.3% | -49.7% |
| All | +55.8% | +57.5% | -1.8% | +6.7% |
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