+4,850.5%
CL vs DOC
+2,974.4%
+1,876.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -4.8% | -4.8% | -0.1% | -4.0% |
| 3M | +4.9% | +6.9% | -2.0% | +3.5% |
| 6M | -5.7% | +20.7% | -26.5% | -9.5% |
| YTD | +14.4% | +34.1% | -19.8% | +7.5% |
| 1Y | +8.7% | +22.6% | -13.9% | +3.9% |
| 3Y | +30.0% | +20.8% | +9.2% | +23.2% |
| 5Y | +28.4% | -24.9% | +53.2% | +32.4% |
| 10Y | +50.1% | -1.8% | +51.9% | +42.3% |
| All | +4,850.5% | +2,974.4% | +1,876.1% | +2,100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling