+26.2%
CMG vs DOCN
+91.6%
-65.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | +8.0% | -12.1% | +20.1% | +9.5% |
| 30D | +13.7% | -41.0% | +54.7% | +21.1% |
| 3M | +11.8% | -38.7% | +50.5% | +17.2% |
| 6M | +10.6% | -51.5% | +62.1% | +18.3% |
| YTD | -2.9% | +65.3% | -68.2% | -19.3% |
| 1Y | +17.8% | +53.9% | -36.1% | -0.9% |
| 3Y | -15.3% | +215.6% | -230.9% | -42.1% |
| 5Y | -0.9% | -26.2% | +25.3% | -20.7% |
| All | +26.2% | +91.6% | -65.4% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling