-48.1%
DOCS vs CMS
-0.1%
-48.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.4% |
| 7D | -1.3% | +1.7% | -3.0% | -0.8% |
| 30D | +19.4% | +8.6% | +10.8% | +23.0% |
| 3M | +53.4% | -0.5% | +53.9% | +52.4% |
| 6M | +28.8% | -4.2% | +32.9% | +25.8% |
| YTD | -25.1% | +3.4% | -28.5% | -21.7% |
| 1Y | -48.1% | +0.4% | -48.6% | -47.0% |
| All | -48.1% | -0.1% | -48.0% | -47.0% |
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