+11.7%
CMI vs DOCS
-47.4%
+59.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.3% | -12.1% | -5.2% |
| 7D | -11.2% | +1.2% | -12.4% | -11.0% |
| 30D | -9.8% | +21.3% | -31.2% | -8.3% |
| 3M | -25.5% | +58.4% | -83.9% | -22.3% |
| 6M | -27.7% | +39.3% | -67.0% | -24.4% |
| YTD | -6.6% | -21.7% | +15.1% | -2.0% |
| 1Y | +11.7% | -47.3% | +59.0% | +18.1% |
| All | +11.7% | -47.4% | +59.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling