+17.3%
CMG vs DOCS
-39.1%
+56.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.6% |
| 3M | +9.0% | +20.0% | -11.0% | +7.8% |
| 6M | +10.0% | +26.5% | -16.5% | +8.9% |
| YTD | -3.4% | -25.8% | +22.4% | +2.2% |
| All | +17.3% | -39.1% | +56.4% | +30.3% |
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