+11.7%
CMI vs DOC
+21.8%
-10.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.1% | -8.9% | -6.1% |
| 7D | -11.2% | +8.7% | -19.9% | -12.1% |
| 30D | -9.8% | +7.6% | -17.5% | -10.7% |
| 3M | -25.5% | -5.3% | -20.3% | -24.8% |
| 6M | -27.7% | +27.6% | -55.3% | -32.2% |
| YTD | -6.6% | +32.4% | -39.0% | -13.7% |
| 1Y | +11.7% | +22.9% | -11.2% | +4.7% |
| All | +11.7% | +21.8% | -10.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling