+164.6%
CMI vs DOCS
-36.0%
+200.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -13.4% | +21.8% | -35.3% | -14.9% |
| 3M | -17.0% | +27.3% | -44.3% | -18.8% |
| 6M | -1.6% | -0.3% | -1.3% | -2.4% |
| YTD | +11.0% | -40.5% | +51.5% | +14.7% |
| 1Y | +41.9% | -61.5% | +103.5% | +52.0% |
| 3Y | +151.8% | +8.2% | +143.6% | +141.9% |
| 5Y | +163.6% | -73.4% | +237.0% | +168.6% |
| All | +164.6% | -36.0% | +200.6% | +154.3% |
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