+21.3%
CCL vs DOCS
-54.0%
+75.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.4% |
| 7D | +2.6% | -1.3% | +3.9% | +3.0% |
| 30D | +11.3% | +19.4% | -8.1% | +6.2% |
| 3M | +0.3% | +53.4% | -53.1% | -12.2% |
| 6M | +16.1% | +28.8% | -12.6% | +4.9% |
| YTD | -1.6% | -25.1% | +23.5% | +2.7% |
| 1Y | +11.8% | -48.1% | +59.9% | +29.5% |
| 3Y | +139.6% | +51.4% | +88.2% | +71.1% |
| 5Y | +21.3% | -51.1% | +72.4% | +10.6% |
| All | +21.3% | -54.0% | +75.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling