+18.1%
CMG vs DOCS
-19.4%
+37.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +15.9% | +8.7% | +7.2% | +14.7% |
| 3M | +7.8% | +32.9% | -25.1% | +3.9% |
| 6M | +7.7% | +25.5% | -17.9% | +3.2% |
| YTD | -4.9% | -25.0% | +20.1% | -3.2% |
| 1Y | +12.3% | -34.9% | +47.1% | +16.3% |
| 3Y | -17.1% | +39.3% | -56.4% | -25.8% |
| 5Y | -5.6% | -54.8% | +49.2% | -9.5% |
| All | +18.1% | -19.4% | +37.4% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling