-31.1%
DOCN vs CMS
+36.2%
-67.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.4% | -15.9% |
| 7D | -29.3% | +1.7% | -30.9% | -29.3% |
| 30D | -46.0% | +8.6% | -54.7% | -46.2% |
| 3M | -43.2% | -0.5% | -42.7% | -43.1% |
| 6M | -53.7% | -4.2% | -49.5% | -53.6% |
| YTD | +46.9% | +3.4% | +43.5% | +44.2% |
| 1Y | +54.3% | +0.4% | +53.9% | +52.4% |
| 3Y | +185.5% | +38.2% | +147.3% | +150.9% |
| 5Y | -31.1% | +35.4% | -66.5% | -29.8% |
| All | -31.1% | +36.2% | -67.3% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling