+49.3%
CL vs DOC
-2.1%
+51.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | -4.8% | -4.8% | -0.1% | -3.7% |
| 3M | +4.9% | +6.9% | -2.0% | +3.1% |
| 6M | -5.7% | +20.7% | -26.5% | -10.6% |
| YTD | +14.4% | +34.1% | -19.8% | +5.4% |
| 1Y | +8.7% | +22.6% | -13.9% | +2.4% |
| 3Y | +30.0% | +20.8% | +9.2% | +21.3% |
| 5Y | +28.4% | -24.9% | +53.2% | +35.3% |
| All | +49.3% | -2.1% | +51.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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