-3.9%
CCL vs DOCN
+171.0%
-174.9%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | -5.0% | +1.1% | -6.2% | -5.4% |
| 30D | -20.3% | -9.6% | -10.7% | -18.8% |
| 3M | -15.1% | -37.7% | +22.5% | -5.9% |
| 6M | -15.1% | +115.2% | -130.3% | -39.3% |
| YTD | -21.8% | +133.7% | -155.5% | -46.4% |
| 1Y | -24.8% | +250.2% | -274.9% | -55.8% |
| 3Y | +51.9% | +320.3% | -268.4% | -21.6% |
| 5Y | +4.0% | +53.1% | -49.1% | -37.4% |
| All | -3.9% | +171.0% | -174.9% | -43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling