+120.1%
CMI vs DOCS
-20.2%
+140.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.6% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -10.9% | +7.8% | -18.6% | -11.3% |
| 3M | -27.3% | +20.0% | -47.3% | -28.3% |
| 6M | -30.9% | +26.5% | -57.4% | -32.5% |
| YTD | -7.7% | -25.8% | +18.1% | -6.1% |
| 1Y | 0.0% | -39.5% | +39.4% | +3.5% |
| 3Y | +130.1% | +60.3% | +69.7% | +114.5% |
| 5Y | +121.5% | -57.0% | +178.5% | +119.7% |
| All | +120.1% | -20.2% | +140.3% | +108.4% |
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