+113.4%
CMI vs DOCS
-19.0%
+132.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | +2.6% | -2.1% | +0.3% |
| 30D | -14.0% | +11.4% | -25.5% | -14.6% |
| 3M | -28.1% | +25.4% | -53.5% | -29.3% |
| 6M | -35.8% | +42.5% | -78.4% | -37.9% |
| YTD | -10.5% | -24.7% | +14.2% | -9.0% |
| 1Y | -1.9% | -32.9% | +31.1% | +0.7% |
| 3Y | +121.0% | +39.6% | +81.4% | +108.9% |
| 5Y | +114.6% | -54.6% | +169.2% | +112.2% |
| All | +113.4% | -19.0% | +132.4% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling