+8.9%
DOCS vs CMS
+36.5%
-27.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.8% | -3.6% | +25.4% | +22.3% |
| 3M | +27.3% | -1.9% | +29.2% | +27.7% |
| 6M | -0.3% | -11.0% | +10.6% | +0.8% |
| YTD | -40.5% | +0.2% | -40.7% | -41.2% |
| 1Y | -61.5% | -1.3% | -60.2% | -62.0% |
| All | +8.9% | +36.5% | -27.5% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling