+19.6%
CME vs DOCS
-47.4%
+67.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.3% | -5.0% | +1.4% |
| 7D | +4.8% | +1.2% | +3.6% | +4.8% |
| 30D | +14.2% | +21.3% | -7.1% | +14.4% |
| 3M | +17.9% | +58.4% | -40.5% | +19.0% |
| 6M | +7.2% | +39.3% | -32.0% | +7.8% |
| YTD | +16.7% | -21.7% | +38.4% | +14.1% |
| 1Y | +19.6% | -47.3% | +66.9% | +13.0% |
| All | +19.6% | -47.4% | +67.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling