+164.6%
DOCN vs CMI
+147.3%
+17.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +0.3% |
| 7D | +1.1% | -0.7% | +1.9% | +1.7% |
| 30D | -9.6% | -13.4% | +3.8% | +3.1% |
| 3M | -37.7% | -17.0% | -20.7% | -26.2% |
| 6M | +115.2% | -1.6% | +116.9% | +117.0% |
| YTD | +133.7% | +11.0% | +122.7% | +108.7% |
| 1Y | +250.2% | +41.9% | +208.2% | +148.9% |
| 3Y | +320.3% | +151.8% | +168.5% | +83.6% |
| 5Y | +53.1% | +163.6% | -110.5% | -41.8% |
| All | +164.6% | +147.3% | +17.3% | -4.2% |
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