-1.3%
CMI vs DOCS
-38.0%
+36.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.2% |
| 7D | -1.8% | -4.2% | +2.4% | -2.1% |
| 30D | -12.2% | +8.6% | -20.9% | -11.7% |
| 3M | -26.5% | +27.2% | -53.8% | -25.0% |
| 6M | -33.6% | +26.5% | -60.1% | -31.2% |
| YTD | -8.3% | -25.0% | +16.7% | -0.5% |
| 1Y | -1.3% | -37.0% | +35.7% | +10.8% |
| All | -1.3% | -38.0% | +36.7% | +10.8% |
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 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