+3,900.0%
CMG vs DOC
+152.6%
+3,747.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.7% | +4.8% |
| 7D | +22.5% | +8.7% | +13.8% | +19.3% |
| 30D | +14.1% | +7.6% | +6.5% | +11.4% |
| 3M | +4.1% | -5.3% | +9.3% | +5.9% |
| 6M | +10.1% | +27.6% | -17.5% | +0.8% |
| YTD | -4.9% | +32.4% | -37.3% | -14.0% |
| 1Y | +10.9% | +22.9% | -12.0% | +2.7% |
| 3Y | -13.7% | +43.1% | -56.8% | -25.9% |
| 5Y | -2.7% | -21.4% | +18.7% | +1.2% |
| 10Y | +375.1% | +16.8% | +358.3% | +305.0% |
| All | +3,900.0% | +152.6% | +3,747.4% | +2,146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling