+87.4%
CME vs DOCN
+102.5%
-15.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.5% | +1.4% |
| 7D | +4.8% | -20.0% | +24.9% | +4.7% |
| 30D | +14.2% | -38.8% | +52.9% | +14.1% |
| 3M | +17.9% | -34.8% | +52.7% | +17.8% |
| 6M | +7.2% | -22.8% | +30.0% | +6.8% |
| YTD | +16.7% | +74.6% | -57.9% | +14.9% |
| 1Y | +19.6% | +116.4% | -96.9% | +17.3% |
| 3Y | +67.9% | +239.3% | -171.4% | +60.7% |
| 5Y | +72.4% | -20.2% | +92.7% | +66.5% |
| All | +87.4% | +102.5% | -15.1% | +86.8% |
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