+164.6%
DOCN vs CMS
+34.6%
+130.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +1.1% | +0.4% | +0.8% | +1.1% |
| 30D | -9.6% | -3.6% | -6.0% | -9.6% |
| 3M | -37.7% | -1.9% | -35.8% | -38.0% |
| 6M | +115.2% | -11.0% | +126.2% | +116.2% |
| YTD | +133.7% | +0.2% | +133.5% | +130.2% |
| 1Y | +250.2% | -1.3% | +251.5% | +245.4% |
| 3Y | +320.3% | +35.9% | +284.4% | +282.7% |
| 5Y | +53.1% | +23.1% | +30.0% | +44.9% |
| All | +164.6% | +34.6% | +130.0% | +151.3% |
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 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