+70.5%
DOCN vs CMS
+36.1%
+34.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.4% |
| 7D | -19.2% | -1.3% | -17.8% | -19.2% |
| 30D | -43.1% | +6.3% | -49.4% | -43.0% |
| 3M | -40.7% | -2.1% | -38.6% | -40.6% |
| 6M | -55.0% | -5.1% | -49.9% | -55.0% |
| YTD | +50.6% | +1.3% | +49.4% | +48.5% |
| 1Y | +54.0% | -1.4% | +55.3% | +52.5% |
| 3Y | +203.9% | +36.9% | +167.0% | +177.0% |
| 5Y | -29.4% | +32.5% | -61.9% | -30.5% |
| All | +70.5% | +36.1% | +34.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling