+120.4%
CMI vs DOCS
+32.7%
+87.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.6% |
| 7D | -9.3% | -0.6% | -8.7% | -9.3% |
| 30D | -13.2% | +6.3% | -19.5% | -13.4% |
| 3M | -28.2% | +26.5% | -54.7% | -28.7% |
| 6M | -32.7% | +24.8% | -57.5% | -33.2% |
| YTD | -10.1% | -26.8% | +16.7% | -7.4% |
| 1Y | -4.9% | -38.3% | +33.4% | -0.7% |
| 3Y | +120.4% | +36.0% | +84.3% | +119.2% |
| All | +120.4% | +32.7% | +87.7% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling