-14.5%
CMG vs DOCS
+50.6%
-65.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.9% |
| 7D | +13.2% | -1.3% | +14.5% | +13.3% |
| 30D | +14.6% | +19.4% | -4.8% | +12.9% |
| 3M | +2.6% | +53.4% | -50.8% | -1.4% |
| 6M | +9.6% | +28.8% | -19.2% | +6.5% |
| YTD | -4.3% | -25.1% | +20.7% | -2.8% |
| 1Y | +10.7% | -48.1% | +58.9% | +16.1% |
| All | -14.5% | +50.6% | -65.1% | -16.8% |
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