+87.1%
DOCN vs CMI
+100.3%
-13.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +4.0% |
| 7D | -12.1% | -9.3% | -2.8% | -3.3% |
| 30D | -41.0% | -13.2% | -27.8% | -32.0% |
| 3M | -38.7% | -28.2% | -10.5% | -16.4% |
| 6M | -51.5% | -32.7% | -18.8% | -30.5% |
| YTD | +65.3% | -10.1% | +75.4% | +79.9% |
| 1Y | +53.9% | -4.9% | +58.8% | +58.7% |
| 3Y | +215.6% | +120.4% | +95.2% | +57.5% |
| 5Y | -26.2% | +114.3% | -140.4% | -65.4% |
| All | +87.1% | +100.3% | -13.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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