-37.4%
DOCS vs CMS
+41.8%
-79.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.3% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +19.4% | +8.6% | +10.8% | +18.4% |
| 3M | +53.4% | -0.5% | +53.9% | +53.5% |
| 6M | +28.8% | -4.2% | +32.9% | +29.2% |
| YTD | -25.1% | +3.4% | -28.5% | -25.8% |
| 1Y | -48.1% | +0.4% | -48.6% | -48.4% |
| 3Y | +51.4% | +38.2% | +13.2% | +40.4% |
| 5Y | -51.1% | +35.4% | -86.5% | -53.4% |
| All | -37.4% | +41.8% | -79.2% | -43.6% |
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