+53.9%
DOCN vs CMS
-0.8%
+54.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.9% |
| 7D | -12.1% | +0.5% | -12.6% | -11.6% |
| 30D | -41.0% | +7.4% | -48.4% | -35.5% |
| 3M | -38.7% | +1.9% | -40.6% | -36.5% |
| 6M | -51.5% | -2.3% | -49.2% | -51.7% |
| YTD | +65.3% | +3.0% | +62.3% | +61.6% |
| 1Y | +53.9% | -2.8% | +56.7% | +48.3% |
| All | +53.9% | -0.8% | +54.7% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling