+75.1%
CME vs DOCS
-53.5%
+128.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.1% |
| 7D | +2.5% | -4.2% | +6.6% | +2.6% |
| 30D | +13.9% | +8.6% | +5.3% | +13.7% |
| 3M | +22.4% | +27.2% | -4.9% | +21.7% |
| 6M | +12.9% | +26.5% | -13.6% | +12.1% |
| YTD | +19.6% | -25.0% | +44.6% | +20.2% |
| 1Y | +17.7% | -37.0% | +54.7% | +18.7% |
| 3Y | +65.3% | +39.4% | +25.9% | +58.6% |
| 5Y | +75.1% | -56.7% | +131.8% | +76.7% |
| All | +75.1% | -53.5% | +128.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling