+65.3%
CME vs DOCN
+248.6%
-183.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.6% | -7.4% | +2.6% |
| 7D | +2.5% | +3.7% | -1.3% | +2.7% |
| 30D | +13.9% | -33.7% | +47.6% | +12.1% |
| 3M | +22.4% | -27.9% | +50.3% | +21.1% |
| 6M | +12.9% | -46.4% | +59.3% | +10.9% |
| YTD | +19.6% | +81.1% | -61.5% | +23.5% |
| 1Y | +17.7% | +74.3% | -56.6% | +21.4% |
| All | +65.3% | +248.6% | -183.3% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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