-25.7%
CCL vs DOC
+19.9%
-45.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.1% | +4.8% |
| 7D | +11.6% | +8.7% | +2.9% | +4.7% |
| 30D | +22.5% | +7.6% | +14.9% | +15.4% |
| 3M | +6.4% | -5.3% | +11.7% | +10.6% |
| 6M | +23.4% | +27.6% | -4.2% | -0.6% |
| YTD | +4.2% | +32.4% | -28.2% | -19.2% |
| 1Y | +21.9% | +22.9% | -1.0% | +0.2% |
| 3Y | +153.6% | +43.1% | +110.5% | +74.1% |
| 5Y | +39.1% | -21.4% | +60.5% | +62.0% |
| 10Y | -25.7% | +16.8% | -42.5% | -29.5% |
| All | -25.7% | +19.9% | -45.6% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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