+70.5%
DOCN vs CMI
+98.5%
-28.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.2% |
| 7D | -19.2% | -10.0% | -9.2% | -10.4% |
| 30D | -43.1% | -13.0% | -30.1% | -34.5% |
| 3M | -40.7% | -29.9% | -10.9% | -17.5% |
| 6M | -55.0% | -36.7% | -18.3% | -31.8% |
| YTD | +50.6% | -10.9% | +61.5% | +65.3% |
| 1Y | +54.0% | -1.3% | +55.3% | +53.6% |
| 3Y | +203.9% | +117.4% | +86.5% | +53.6% |
| 5Y | -29.4% | +112.9% | -142.3% | -66.6% |
| All | +70.5% | +98.5% | -28.0% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling