+59.9%
CME vs DOCS
-36.0%
+95.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -0.2% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | +6.2% | +21.8% | -15.6% | +5.8% |
| 3M | +10.4% | +27.3% | -16.9% | +9.9% |
| 6M | -9.5% | -0.3% | -9.2% | -9.7% |
| YTD | +6.0% | -40.5% | +46.5% | +6.8% |
| 1Y | +9.3% | -61.5% | +70.8% | +11.1% |
| 3Y | +57.7% | +8.2% | +49.5% | +53.6% |
| 5Y | +77.7% | -73.4% | +151.1% | +74.8% |
| All | +59.9% | -36.0% | +95.9% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling