+168.9%
CMI vs DOC
-24.5%
+193.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.4% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -13.4% | -4.8% | -8.7% | -12.0% |
| 3M | -17.0% | +6.9% | -23.9% | -19.5% |
| 6M | -1.6% | +20.7% | -22.4% | -9.5% |
| YTD | +11.0% | +34.1% | -23.2% | -2.2% |
| 1Y | +41.9% | +22.6% | +19.3% | +29.1% |
| 3Y | +151.8% | +20.8% | +131.0% | +128.7% |
| All | +168.9% | -24.5% | +193.4% | +193.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling