+45.4%
CL vs DOCN
+70.4%
-25.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.9% | +15.8% | -0.5% |
| 7D | +5.9% | -29.3% | +35.2% | +5.1% |
| 30D | +13.8% | -46.0% | +59.8% | +12.4% |
| 3M | +6.4% | -43.2% | +49.6% | +5.3% |
| 6M | +15.6% | -53.7% | +69.4% | +14.3% |
| YTD | +27.9% | +46.9% | -19.0% | +28.6% |
| 1Y | +31.4% | +54.3% | -22.9% | +32.2% |
| 3Y | +41.4% | +185.5% | -144.2% | +42.9% |
| 5Y | +42.8% | -31.1% | +73.9% | +41.4% |
| All | +45.4% | +70.4% | -25.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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