+86.7%
CME vs DOCN
+70.4%
+16.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.9% | +15.5% | -0.4% |
| 7D | +3.7% | -29.3% | +32.9% | +3.5% |
| 30D | +13.7% | -46.0% | +59.8% | +13.5% |
| 3M | +16.6% | -43.2% | +59.8% | +16.4% |
| 6M | +8.2% | -53.7% | +61.9% | +8.1% |
| YTD | +16.3% | +46.9% | -30.6% | +14.4% |
| 1Y | +19.1% | +54.3% | -35.2% | +17.0% |
| 3Y | +67.4% | +185.5% | -118.2% | +60.1% |
| 5Y | +71.0% | -31.1% | +102.1% | +65.1% |
| All | +86.7% | +70.4% | +16.4% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling