+22.2%
CCL vs DOCS
-51.8%
+74.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +2.6% | -0.8% | +3.4% | +2.9% |
| 30D | +13.1% | +17.4% | -4.3% | +8.4% |
| 3M | +3.3% | +57.4% | -54.1% | -10.3% |
| 6M | +8.7% | +26.5% | -17.8% | -1.4% |
| YTD | -1.6% | -26.6% | +25.0% | +3.2% |
| 1Y | +14.0% | -48.1% | +62.0% | +31.9% |
| 3Y | +145.1% | +52.6% | +92.5% | +73.8% |
| All | +22.2% | -51.8% | +74.1% | +12.7% |
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