+25.9%
CMS vs DOC
-24.5%
+50.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.4% |
| 7D | +0.4% | -1.5% | +1.8% | +0.9% |
| 30D | -3.6% | -4.8% | +1.2% | -2.1% |
| 3M | -1.9% | +6.9% | -8.8% | -4.2% |
| 6M | -11.0% | +20.7% | -31.7% | -17.1% |
| YTD | +0.2% | +34.1% | -34.0% | -10.6% |
| 1Y | -1.3% | +22.6% | -24.0% | -9.1% |
| 3Y | +35.9% | +20.8% | +15.1% | +24.1% |
| All | +25.9% | -24.5% | +50.4% | +36.9% |
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