+117.4%
CMI vs DOC
+44.2%
+73.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -10.0% | +6.5% | -16.5% | -11.6% |
| 30D | -13.0% | +9.2% | -22.2% | -15.3% |
| 3M | -29.9% | -2.5% | -27.4% | -29.5% |
| 6M | -36.7% | +7.1% | -43.8% | -38.6% |
| YTD | -10.9% | +33.0% | -43.9% | -20.7% |
| 1Y | -1.3% | +23.3% | -24.6% | -9.6% |
| 3Y | +117.4% | +44.9% | +72.5% | +89.0% |
| All | +117.4% | +44.2% | +73.2% | +89.0% |
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