+72.4%
CME vs DOC
-22.8%
+95.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.0% |
| 7D | +4.8% | +8.7% | -3.9% | +3.7% |
| 30D | +14.2% | +7.6% | +6.5% | +13.1% |
| 3M | +17.9% | -5.3% | +23.2% | +18.6% |
| 6M | +7.2% | +27.6% | -20.4% | +3.3% |
| YTD | +16.7% | +32.4% | -15.7% | +11.7% |
| 1Y | +19.6% | +22.9% | -3.3% | +15.6% |
| 3Y | +67.9% | +43.1% | +24.8% | +55.9% |
| 5Y | +72.4% | -21.4% | +93.8% | +90.7% |
| All | +72.4% | -22.8% | +95.2% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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