+114.8%
CMI vs DOCS
-52.4%
+167.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +0.5% | +2.6% | -2.1% | +0.3% |
| 30D | -14.0% | +11.4% | -25.5% | -14.7% |
| 3M | -28.1% | +25.4% | -53.5% | -29.3% |
| 6M | -35.8% | +42.5% | -78.4% | -37.9% |
| YTD | -10.5% | -24.7% | +14.2% | -8.7% |
| 1Y | -1.9% | -32.9% | +31.1% | +1.1% |
| 3Y | +121.0% | +39.6% | +81.4% | +107.8% |
| All | +114.8% | -52.4% | +167.2% | +107.5% |
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