+112.0%
CMI vs DOCS
-51.8%
+163.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +0.5% |
| 7D | -10.0% | -0.8% | -9.2% | -10.0% |
| 30D | -13.0% | +17.4% | -30.4% | -13.9% |
| 3M | -29.9% | +57.4% | -87.2% | -32.3% |
| 6M | -36.7% | +26.5% | -63.2% | -38.2% |
| YTD | -10.9% | -26.6% | +15.7% | -9.0% |
| 1Y | -1.3% | -48.1% | +46.7% | +3.9% |
| 3Y | +117.4% | +52.6% | +64.8% | +102.5% |
| All | +112.0% | -51.8% | +163.9% | +104.4% |
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