+39.1%
CCL vs DOC
-22.8%
+61.9%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.1% | +5.3% |
| 7D | +11.6% | +8.7% | +2.9% | +5.9% |
| 30D | +22.5% | +7.6% | +14.9% | +16.7% |
| 3M | +6.4% | -5.3% | +11.7% | +9.9% |
| 6M | +23.4% | +27.6% | -4.2% | +3.5% |
| YTD | +4.2% | +32.4% | -28.2% | -15.4% |
| 1Y | +21.9% | +22.9% | -1.0% | +4.1% |
| 3Y | +153.6% | +43.1% | +110.5% | +81.5% |
| 5Y | +39.1% | -21.4% | +60.5% | +74.9% |
| All | +39.1% | -22.8% | +61.9% | +74.9% |
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