+74.7%
CME vs DOCS
-21.0%
+95.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | +13.2% | +17.4% | -4.2% | +12.8% |
| 3M | +16.3% | +57.4% | -41.1% | +15.3% |
| 6M | +7.1% | +26.5% | -19.4% | +6.5% |
| YTD | +15.8% | -26.6% | +42.4% | +16.3% |
| 1Y | +17.1% | -48.1% | +65.1% | +18.3% |
| 3Y | +63.2% | +52.6% | +10.5% | +57.6% |
| 5Y | +70.2% | -52.1% | +122.3% | +66.6% |
| All | +74.7% | -21.0% | +95.8% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling