+9.5%
CCL vs DOCS
-19.4%
+28.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.5% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | +11.3% | +19.4% | -8.1% | +6.9% |
| 3M | +0.3% | +53.4% | -53.1% | -10.7% |
| 6M | +16.1% | +28.8% | -12.6% | +6.3% |
| YTD | -1.6% | -25.1% | +23.5% | +1.9% |
| 1Y | +11.8% | -48.1% | +59.9% | +26.5% |
| 3Y | +139.6% | +51.4% | +88.2% | +85.7% |
| 5Y | +21.3% | -51.1% | +72.4% | +12.2% |
| All | +9.5% | -19.4% | +28.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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