+116.1%
CMI vs DOCS
-56.1%
+172.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.5% | +0.1% | +1.5% | +1.5% |
| 30D | -14.0% | +8.7% | -22.6% | -14.5% |
| 3M | -28.3% | +32.9% | -61.2% | -29.8% |
| 6M | -34.9% | +25.5% | -60.4% | -36.4% |
| YTD | -9.9% | -25.0% | +15.2% | -8.0% |
| 1Y | -3.6% | -34.9% | +31.2% | -0.4% |
| 3Y | +120.9% | +39.3% | +81.6% | +107.8% |
| 5Y | +116.1% | -54.8% | +170.9% | +108.7% |
| All | +116.1% | -56.1% | +172.2% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling