-41.6%
CCL vs DOC
-2.1%
-39.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.5% |
| 7D | -5.0% | -1.5% | -3.6% | -3.9% |
| 30D | -20.3% | -4.8% | -15.6% | -17.3% |
| 3M | -15.1% | +6.9% | -22.0% | -19.9% |
| 6M | -15.1% | +20.7% | -35.9% | -28.0% |
| YTD | -21.8% | +34.1% | -55.9% | -39.6% |
| 1Y | -24.8% | +22.6% | -47.4% | -37.9% |
| 3Y | +51.9% | +20.8% | +31.0% | +21.4% |
| 5Y | +4.0% | -24.9% | +28.9% | +25.6% |
| All | -41.6% | -2.1% | -39.5% | -44.0% |
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