+157.0%
CMI vs DOC
+20.8%
+136.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.3% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | -13.4% | -4.8% | -8.7% | -12.3% |
| 3M | -17.0% | +6.9% | -23.9% | -19.2% |
| 6M | -1.6% | +20.7% | -22.4% | -8.6% |
| YTD | +11.0% | +34.1% | -23.2% | -0.8% |
| 1Y | +41.9% | +22.6% | +19.3% | +30.5% |
| All | +157.0% | +20.8% | +136.2% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling