+17.8%
CMG vs DOCS
-40.0%
+57.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +8.0% | -0.6% | +8.5% | +8.0% |
| 30D | +13.7% | +6.3% | +7.4% | +13.3% |
| 3M | +11.8% | +26.5% | -14.7% | +10.2% |
| 6M | +10.6% | +24.8% | -14.2% | +9.6% |
| YTD | -2.9% | -26.8% | +23.9% | +2.8% |
| 1Y | +17.8% | -38.3% | +56.1% | +31.1% |
| All | +17.8% | -40.0% | +57.8% | +31.1% |
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