+1.4%
CCL vs DOC
-24.5%
+25.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.3% |
| 7D | -5.0% | -1.5% | -3.6% | -4.1% |
| 30D | -20.3% | -4.8% | -15.6% | -17.9% |
| 3M | -15.1% | +6.9% | -22.0% | -19.0% |
| 6M | -15.1% | +20.7% | -35.9% | -25.6% |
| YTD | -21.8% | +34.1% | -55.9% | -36.7% |
| 1Y | -24.8% | +22.6% | -47.4% | -35.4% |
| 3Y | +51.9% | +20.8% | +31.0% | +27.7% |
| All | +1.4% | -24.5% | +25.9% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling