+40.8%
CL vs DOCN
+236.1%
-195.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.2% | +10.4% | +3.0% |
| 7D | +7.7% | -20.0% | +27.7% | +6.7% |
| 30D | +15.2% | -38.8% | +54.0% | +13.3% |
| 3M | +7.3% | -34.8% | +42.2% | +5.9% |
| 6M | +17.0% | -22.8% | +39.8% | +16.3% |
| YTD | +28.0% | +74.6% | -46.6% | +30.8% |
| 1Y | +32.1% | +116.4% | -84.3% | +35.8% |
| All | +40.8% | +236.1% | -195.3% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling