+26.6%
CCL vs DOCN
+88.7%
-62.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.9% | +2.1% |
| 7D | +3.1% | -12.8% | +15.8% | +6.3% |
| 30D | +17.5% | -41.9% | +59.4% | +33.6% |
| 3M | +6.8% | -36.9% | +43.8% | +16.7% |
| 6M | +18.7% | -52.2% | +71.0% | +36.7% |
| YTD | +3.0% | +62.7% | -59.7% | -24.3% |
| 1Y | +17.7% | +58.2% | -40.5% | -13.0% |
| 3Y | +155.6% | +219.5% | -63.9% | +38.6% |
| 5Y | +30.2% | -32.9% | +63.0% | -14.9% |
| All | +26.6% | +88.7% | -62.1% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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