+79.1%
CME vs DOCN
+54.1%
+25.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.6% |
| 30D | +6.2% | -9.6% | +15.9% | +6.3% |
| 3M | +10.4% | -37.7% | +48.1% | +10.8% |
| 6M | -9.5% | +115.2% | -124.7% | -11.1% |
| YTD | +6.0% | +133.7% | -127.7% | +3.9% |
| 1Y | +9.3% | +250.2% | -240.9% | +6.1% |
| 3Y | +57.7% | +320.3% | -262.6% | +49.3% |
| All | +79.1% | +54.1% | +25.0% | +71.0% |
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