-31.1%
CCL vs DOC
+14.9%
-46.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.3% |
| 7D | +2.6% | +6.2% | -3.6% | -2.0% |
| 30D | +11.3% | +6.5% | +4.9% | +5.7% |
| 3M | +0.3% | -6.2% | +6.5% | +5.1% |
| 6M | +16.1% | +25.6% | -9.5% | -5.2% |
| YTD | -1.6% | +32.1% | -33.6% | -23.5% |
| 1Y | +11.8% | +20.3% | -8.5% | -6.5% |
| 3Y | +139.6% | +42.7% | +96.8% | +64.8% |
| 5Y | +21.3% | -22.2% | +43.4% | +42.4% |
| All | -31.1% | +14.9% | -46.0% | -33.8% |
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