+240.7%
DOCN vs CMI
+126.8%
+113.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +7.7% |
| 7D | +3.7% | -1.8% | +5.5% | +6.4% |
| 30D | -33.7% | -12.2% | -21.4% | -23.9% |
| 3M | -27.9% | -26.5% | -1.4% | -2.4% |
| 6M | -46.4% | -33.6% | -12.8% | -21.0% |
| YTD | +81.1% | -8.3% | +89.4% | +92.0% |
| 1Y | +74.3% | -1.3% | +75.6% | +70.8% |
| All | +240.7% | +126.8% | +113.9% | +55.6% |
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