+10.9%
CMG vs DOCN
+110.0%
-99.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -7.2% | +13.0% | +5.6% |
| 7D | +22.5% | -20.0% | +42.6% | +21.7% |
| 30D | +14.1% | -38.8% | +52.9% | +12.7% |
| 3M | +4.1% | -34.8% | +38.9% | +3.2% |
| 6M | +10.1% | -22.8% | +32.9% | +7.9% |
| YTD | -4.9% | +74.6% | -79.5% | -4.9% |
| 1Y | +10.9% | +116.4% | -105.5% | +11.3% |
| All | +10.9% | +110.0% | -99.1% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling