-0.9%
CMG vs DOCS
-49.9%
+49.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +8.0% | -0.6% | +8.5% | +8.1% |
| 30D | +13.7% | +6.3% | +7.4% | +12.7% |
| 3M | +11.8% | +26.5% | -14.7% | +7.9% |
| 6M | +10.6% | +24.8% | -14.2% | +5.4% |
| YTD | -2.9% | -26.8% | +23.9% | -0.4% |
| 1Y | +17.8% | -38.3% | +56.1% | +23.9% |
| 3Y | -15.3% | +36.0% | -51.4% | -26.5% |
| 5Y | -0.9% | -55.0% | +54.1% | -3.2% |
| All | -0.9% | -49.9% | +49.0% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling