+24.4%
CMG vs DOCN
+70.4%
-46.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.9% | +16.4% | +2.7% |
| 7D | +13.2% | -29.3% | +42.5% | +18.0% |
| 30D | +14.6% | -46.0% | +60.6% | +23.3% |
| 3M | +2.6% | -43.2% | +45.8% | +8.6% |
| 6M | +9.6% | -53.7% | +63.3% | +17.5% |
| YTD | -4.3% | +46.9% | -51.2% | -19.2% |
| 1Y | +10.7% | +54.3% | -43.6% | -7.7% |
| 3Y | -13.3% | +185.5% | -198.8% | -40.1% |
| 5Y | -1.4% | -31.1% | +29.7% | -20.3% |
| All | +24.4% | +70.4% | -46.0% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling