+40.8%
CL vs DOC
+43.5%
-2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.6% |
| 7D | +7.7% | +8.7% | -1.0% | +5.8% |
| 30D | +15.2% | +7.6% | +7.6% | +13.4% |
| 3M | +7.3% | -5.3% | +12.6% | +8.4% |
| 6M | +17.0% | +27.6% | -10.6% | +11.2% |
| YTD | +28.0% | +32.4% | -4.4% | +20.5% |
| 1Y | +32.1% | +22.9% | +9.3% | +26.3% |
| All | +40.8% | +43.5% | -2.8% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling