+29.9%
CMG vs DOCN
+171.0%
-141.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +38.7% |
| 6M | +0.7% | +115.2% | -114.5% | -16.7% |
| YTD | -0.1% | +133.7% | -133.8% | -19.5% |
| 1Y | -10.7% | +250.2% | -260.9% | -34.3% |
| 3Y | -4.7% | +320.3% | -325.0% | -36.6% |
| 5Y | -3.8% | +53.1% | -56.9% | -28.3% |
| All | +29.9% | +171.0% | -141.1% | -10.9% |
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