+71.0%
CME vs DOCN
-34.6%
+105.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.9% | +15.5% | -0.4% |
| 7D | +3.7% | -29.3% | +32.9% | +3.6% |
| 30D | +13.7% | -46.0% | +59.8% | +13.6% |
| 3M | +16.6% | -43.2% | +59.8% | +16.5% |
| 6M | +8.2% | -53.7% | +61.9% | +8.2% |
| YTD | +16.3% | +46.9% | -30.6% | +14.0% |
| 1Y | +19.1% | +54.3% | -35.2% | +16.6% |
| 3Y | +67.4% | +185.5% | -118.2% | +58.1% |
| 5Y | +71.0% | -31.1% | +102.1% | +67.3% |
| All | +71.0% | -34.6% | +105.5% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling