+10.9%
CMG vs DOCS
-47.4%
+58.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.3% | -0.5% | +5.5% |
| 7D | +22.5% | +1.2% | +21.3% | +22.4% |
| 30D | +14.1% | +21.3% | -7.2% | +12.8% |
| 3M | +4.1% | +58.4% | -54.3% | +1.5% |
| 6M | +10.1% | +39.3% | -29.2% | +8.0% |
| YTD | -4.9% | -21.7% | +16.8% | -0.6% |
| 1Y | +10.9% | -47.3% | +58.2% | +26.4% |
| All | +10.9% | -47.4% | +58.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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