-2.5%
CMG vs DOCN
+54.1%
-56.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.0% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | +7.1% | -9.6% | +16.8% | +8.2% |
| 3M | +31.2% | -37.7% | +68.8% | +38.9% |
| 6M | +0.7% | +115.2% | -114.5% | -17.3% |
| YTD | -0.1% | +133.7% | -133.8% | -20.2% |
| 1Y | -10.7% | +250.2% | -260.9% | -35.1% |
| 3Y | -4.7% | +320.3% | -325.0% | -37.8% |
| All | -2.5% | +54.1% | -56.6% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling