+75.5%
CME vs DOCS
-19.4%
+94.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.3% |
| 7D | +3.7% | -1.3% | +5.0% | +3.7% |
| 30D | +13.7% | +19.4% | -5.7% | +13.3% |
| 3M | +16.6% | +53.4% | -36.8% | +15.6% |
| 6M | +8.2% | +28.8% | -20.6% | +7.5% |
| YTD | +16.3% | -25.1% | +41.4% | +16.7% |
| 1Y | +19.1% | -48.1% | +67.2% | +20.4% |
| 3Y | +67.4% | +51.4% | +16.0% | +61.8% |
| 5Y | +71.0% | -51.1% | +122.1% | +67.3% |
| All | +75.5% | -19.4% | +94.9% | +71.2% |
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