+51.5%
DOCN vs CMI
-0.9%
+52.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +4.7% |
| 7D | -12.8% | -6.8% | -6.0% | -6.7% |
| 30D | -41.9% | -10.9% | -31.0% | -35.1% |
| 3M | -36.9% | -27.3% | -9.6% | -17.1% |
| 6M | -52.2% | -30.9% | -21.4% | -34.8% |
| YTD | +62.7% | -7.7% | +70.4% | +73.1% |
| All | +51.5% | -0.9% | +52.4% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling