+17.8%
CMG vs DOCN
+58.0%
-40.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.6% |
| 7D | +8.0% | -12.1% | +20.1% | +7.5% |
| 30D | +13.7% | -41.0% | +54.7% | +12.0% |
| 3M | +11.8% | -38.7% | +50.5% | +10.5% |
| 6M | +10.6% | -51.5% | +62.1% | +8.2% |
| YTD | -2.9% | +65.3% | -68.2% | -3.0% |
| 1Y | +17.8% | +53.9% | -36.1% | +16.8% |
| All | +17.8% | +58.0% | -40.1% | +16.8% |
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