+126.5%
CMS vs DOC
+14.9%
+111.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.7% | +6.2% | -4.6% | -0.6% |
| 30D | +8.6% | +6.5% | +2.2% | +6.1% |
| 3M | -0.5% | -6.2% | +5.8% | +1.7% |
| 6M | -4.2% | +25.6% | -29.8% | -13.0% |
| YTD | +3.4% | +32.1% | -28.6% | -8.3% |
| 1Y | +0.4% | +20.3% | -19.9% | -7.7% |
| 3Y | +38.2% | +42.7% | -4.5% | +16.3% |
| 5Y | +35.4% | -22.2% | +57.6% | +43.3% |
| All | +126.5% | +14.9% | +111.6% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling