+39.3%
DOCS vs CMS
-4.6%
+43.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +6.3% |
| 7D | +1.2% | +4.1% | -2.8% | +1.3% |
| 30D | +21.3% | +10.9% | +10.5% | +21.5% |
| 3M | +58.4% | -0.2% | +58.6% | +58.3% |
| 6M | +39.3% | -4.7% | +44.0% | +31.4% |
| All | +39.3% | -4.6% | +43.9% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling