+53.9%
DOCN vs CMI
-3.5%
+57.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.9% |
| 7D | -12.1% | -9.3% | -2.8% | -3.8% |
| 30D | -41.0% | -13.2% | -27.8% | -32.5% |
| 3M | -38.7% | -28.2% | -10.5% | -18.4% |
| 6M | -51.5% | -32.7% | -18.8% | -32.2% |
| YTD | +65.3% | -10.1% | +75.4% | +79.8% |
| 1Y | +53.9% | -4.9% | +58.8% | +59.7% |
| All | +53.9% | -3.5% | +57.4% | +59.7% |
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