-5.3%
CMG vs DOCS
+9.5%
-14.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.4% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | +7.1% | +21.8% | -14.7% | +5.0% |
| 3M | +31.2% | +27.3% | +3.9% | +27.9% |
| 6M | +0.7% | -0.3% | +1.0% | -0.1% |
| YTD | -0.1% | -40.5% | +40.4% | +3.4% |
| 1Y | -10.7% | -61.5% | +50.8% | -4.1% |
| All | -5.3% | +9.5% | -14.8% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling