+324.8%
CMI vs DOC
+20.3%
+304.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -9.3% | +4.3% | -13.6% | -10.5% |
| 30D | -13.2% | +9.2% | -22.4% | -15.8% |
| 3M | -28.2% | -0.8% | -27.4% | -28.2% |
| 6M | -32.7% | +7.1% | -39.8% | -34.7% |
| YTD | -10.1% | +34.0% | -44.1% | -19.6% |
| 1Y | -4.9% | +23.2% | -28.1% | -12.5% |
| 3Y | +120.4% | +53.6% | +66.7% | +86.6% |
| 5Y | +114.3% | -20.4% | +134.7% | +121.4% |
| 10Y | +324.8% | +23.4% | +301.4% | +286.1% |
| All | +324.8% | +20.3% | +304.5% | +286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling