+20.0%
CMG vs DOCS
-20.2%
+40.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +13.1% | +7.8% | +5.4% | +12.1% |
| 3M | +9.0% | +20.0% | -11.0% | +6.3% |
| 6M | +10.0% | +26.5% | -16.5% | +5.3% |
| YTD | -3.4% | -25.8% | +22.4% | -1.5% |
| 1Y | +16.8% | -39.5% | +56.3% | +22.1% |
| 3Y | -14.7% | +60.3% | -75.0% | -25.5% |
| 5Y | -1.5% | -57.0% | +55.5% | -5.4% |
| All | +20.0% | -20.2% | +40.2% | +16.2% |
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