-3.2%
CMI vs DOC
+22.5%
-25.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -9.3% | +4.3% | -13.6% | -9.7% |
| 30D | -13.2% | +9.2% | -22.4% | -14.2% |
| 3M | -28.2% | -0.8% | -27.4% | -28.0% |
| 6M | -32.7% | +7.1% | -39.8% | -34.0% |
| YTD | -10.1% | +34.0% | -44.1% | -18.2% |
| All | -3.2% | +22.5% | -25.7% | -7.9% |
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