-16.8%
CMG vs DOC
+44.2%
-61.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +8.0% | +6.5% | +1.5% | +6.8% |
| 30D | +11.9% | +9.2% | +2.7% | +10.2% |
| 3M | +2.1% | -2.5% | +4.6% | +2.5% |
| 6M | +5.2% | +7.1% | -1.9% | +3.9% |
| YTD | -6.9% | +33.0% | -39.9% | -11.2% |
| 1Y | +12.7% | +23.3% | -10.6% | +8.6% |
| 3Y | -16.8% | +44.9% | -61.7% | -19.6% |
| All | -16.8% | +44.2% | -61.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling