-13.0%
CCL vs DOCS
-36.0%
+23.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.8% |
| 30D | -20.3% | +21.8% | -42.2% | -25.0% |
| 3M | -15.1% | +27.3% | -42.4% | -21.0% |
| 6M | -15.1% | -0.3% | -14.8% | -17.5% |
| YTD | -21.8% | -40.5% | +18.7% | -14.4% |
| 1Y | -24.8% | -61.5% | +36.8% | -8.5% |
| 3Y | +51.9% | +8.2% | +43.7% | +28.3% |
| 5Y | +4.0% | -73.4% | +77.5% | +3.9% |
| All | -13.0% | -36.0% | +23.0% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling