+28.8%
DOCS vs CNP
-5.7%
+34.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -5.2% |
| 7D | -1.3% | -5.3% | +4.0% | -3.4% |
| 30D | +19.4% | +3.7% | +15.7% | +20.5% |
| 3M | +53.4% | -1.1% | +54.5% | +52.1% |
| 6M | +28.8% | -7.1% | +35.9% | +22.9% |
| All | +28.8% | -5.7% | +34.5% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling