+9.3%
CME vs DOCS
-60.9%
+70.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +6.2% | +21.8% | -15.6% | +6.8% |
| 3M | +10.4% | +27.3% | -16.9% | +11.3% |
| 6M | -9.5% | -0.3% | -9.2% | -9.7% |
| YTD | +6.0% | -40.5% | +46.5% | +3.9% |
| 1Y | +9.3% | -61.5% | +70.8% | +4.3% |
| All | +9.3% | -60.9% | +70.2% | +4.3% |
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