-55.0%
DOCS vs CNP
+76.5%
-131.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | -0.6% | -3.0% | +2.5% | 0.0% |
| 30D | +6.3% | +6.8% | -0.5% | +4.8% |
| 3M | +26.5% | +3.6% | +22.9% | +25.4% |
| 6M | +24.8% | 0.0% | +24.8% | +24.2% |
| YTD | -26.8% | +9.4% | -36.2% | -29.4% |
| 1Y | -38.3% | +6.8% | -45.1% | -40.1% |
| 3Y | +36.0% | +64.2% | -28.1% | +11.5% |
| 5Y | -55.0% | +76.0% | -131.0% | -62.2% |
| All | -55.0% | +76.5% | -131.5% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling