+97.7%
DOCN vs CMS
+39.6%
+58.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.6% | -7.1% |
| 7D | -20.0% | +4.1% | -24.1% | -19.9% |
| 30D | -38.8% | +10.9% | -49.6% | -38.7% |
| 3M | -34.8% | -0.2% | -34.6% | -34.6% |
| 6M | -22.8% | -4.7% | -18.1% | -22.6% |
| YTD | +74.6% | +3.9% | +70.7% | +72.3% |
| 1Y | +116.4% | +0.4% | +116.1% | +114.8% |
| 3Y | +239.3% | +38.8% | +200.5% | +210.4% |
| 5Y | -20.2% | +37.1% | -57.3% | -21.1% |
| All | +97.7% | +39.6% | +58.1% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling