+37.1%
CMS vs DOC
-22.8%
+59.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.4% |
| 7D | +4.1% | +8.7% | -4.7% | +1.2% |
| 30D | +10.9% | +7.6% | +3.2% | +8.1% |
| 3M | -0.2% | -5.3% | +5.0% | +1.4% |
| 6M | -4.7% | +27.6% | -32.3% | -13.1% |
| YTD | +3.9% | +32.4% | -28.5% | -7.0% |
| 1Y | +0.4% | +22.9% | -22.5% | -7.6% |
| 3Y | +38.8% | +43.1% | -4.3% | +17.0% |
| 5Y | +37.1% | -21.4% | +58.5% | +46.0% |
| All | +37.1% | -22.8% | +59.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling