+121.5%
CMI vs DOC
-19.7%
+141.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.9% | +3.1% |
| 7D | -6.8% | +5.9% | -12.7% | -8.6% |
| 30D | -10.9% | +10.3% | -21.1% | -14.0% |
| 3M | -27.3% | -2.2% | -25.1% | -27.0% |
| 6M | -30.9% | +8.2% | -39.1% | -33.4% |
| YTD | -7.7% | +35.4% | -43.0% | -19.1% |
| 1Y | 0.0% | +23.6% | -23.6% | -9.2% |
| 3Y | +130.1% | +57.3% | +72.8% | +86.6% |
| 5Y | +121.5% | -19.6% | +141.1% | +138.5% |
| All | +121.5% | -19.7% | +141.1% | +138.5% |
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