-73.2%
DOCS vs CNP
+73.1%
-146.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +21.8% | -1.8% | +23.6% | +22.3% |
| 3M | +27.3% | -4.6% | +31.9% | +28.4% |
| 6M | -0.3% | -8.8% | +8.5% | +1.3% |
| YTD | -40.5% | +5.2% | -45.7% | -42.0% |
| 1Y | -61.5% | +8.3% | -69.9% | -62.9% |
| 3Y | +8.2% | +54.9% | -46.7% | -9.4% |
| All | -73.2% | +73.1% | -146.3% | -77.9% |
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