+117.4%
CMI vs DOCS
+47.6%
+69.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.4% |
| 7D | -10.0% | -0.8% | -9.2% | -10.0% |
| 30D | -13.0% | +17.4% | -30.4% | -13.4% |
| 3M | -29.9% | +57.4% | -87.2% | -31.1% |
| 6M | -36.7% | +26.5% | -63.2% | -37.3% |
| YTD | -10.9% | -26.6% | +15.7% | -8.3% |
| 1Y | -1.3% | -48.1% | +46.7% | +4.3% |
| 3Y | +117.4% | +52.6% | +64.8% | +114.3% |
| All | +117.4% | +47.6% | +69.8% | +114.3% |
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 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