+24.1%
CMG vs DOCS
-36.0%
+60.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.3% |
| 7D | -2.8% | -1.4% | -1.4% | -2.7% |
| 30D | +7.1% | +21.8% | -14.7% | +3.8% |
| 3M | +31.2% | +27.3% | +3.9% | +26.2% |
| 6M | +0.7% | -0.3% | +1.0% | -0.7% |
| YTD | -0.1% | -40.5% | +40.4% | +4.7% |
| 1Y | -10.7% | -61.5% | +50.8% | -1.3% |
| 3Y | -4.7% | +8.2% | -12.8% | -12.2% |
| 5Y | -3.8% | -73.4% | +69.7% | -4.8% |
| All | +24.1% | -36.0% | +60.1% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling