+203.9%
DOCN vs CMI
+111.2%
+92.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -19.2% | -10.0% | -9.2% | -10.0% |
| 30D | -43.1% | -13.0% | -30.1% | -34.1% |
| 3M | -40.7% | -29.9% | -10.9% | -16.3% |
| 6M | -55.0% | -36.7% | -18.3% | -30.6% |
| YTD | +50.6% | -10.9% | +61.5% | +64.0% |
| 1Y | +54.0% | -1.3% | +55.3% | +50.6% |
| 3Y | +203.9% | +117.4% | +86.5% | +39.0% |
| All | +203.9% | +111.2% | +92.7% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling