+15,562.4%
CMI vs DOC
+2,926.9%
+12,635.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -13.4% | +6.2% | -19.6% | -15.7% |
| 30D | -16.2% | +6.5% | -22.7% | -18.7% |
| 3M | -30.8% | -6.2% | -24.5% | -29.2% |
| 6M | -33.1% | +25.6% | -58.7% | -40.2% |
| YTD | -11.2% | +32.1% | -43.3% | -22.7% |
| 1Y | +3.6% | +20.3% | -16.7% | -6.2% |
| 3Y | +111.0% | +42.7% | +68.3% | +74.5% |
| 5Y | +112.2% | -22.2% | +134.3% | +123.5% |
| 10Y | +365.1% | +16.5% | +348.6% | +272.2% |
| All | +15,562.4% | +2,926.9% | +12,635.5% | +4,843.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling