-4.4%
CMG vs DOCS
-51.8%
+47.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | +8.0% | -0.8% | +8.7% | +8.1% |
| 30D | +11.9% | +17.4% | -5.5% | +9.4% |
| 3M | +2.1% | +57.4% | -55.2% | -5.1% |
| 6M | +5.2% | +26.5% | -21.4% | +0.1% |
| YTD | -6.9% | -26.6% | +19.6% | -4.6% |
| 1Y | +12.7% | -48.1% | +60.7% | +21.3% |
| 3Y | -16.8% | +52.6% | -69.4% | -29.5% |
| All | -4.4% | -51.8% | +47.5% | -6.9% |
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