-4.1%
CMG vs DOCN
-29.3%
+25.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.9% |
| 7D | +2.5% | +19.1% | -16.6% | 0.0% |
| 30D | +15.6% | -21.0% | +36.6% | +18.5% |
| 3M | +8.2% | -34.7% | +42.9% | +12.7% |
| 6M | +9.9% | -45.8% | +55.6% | +15.8% |
| YTD | -4.6% | +79.4% | -84.0% | -22.5% |
| 1Y | +12.4% | +91.0% | -78.6% | -10.0% |
| 3Y | -18.0% | +237.5% | -255.4% | -46.0% |
| All | -4.1% | -29.3% | +25.2% | -22.5% |
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