+30.0%
CL vs DOCN
+54.1%
-24.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.2% |
| 30D | -4.8% | -9.6% | +4.8% | -5.0% |
| 3M | +4.9% | -37.7% | +42.6% | +4.4% |
| 6M | -5.7% | +115.2% | -120.9% | -4.7% |
| YTD | +14.4% | +133.7% | -119.3% | +15.8% |
| 1Y | +8.7% | +250.2% | -241.4% | +10.4% |
| 3Y | +30.0% | +320.3% | -290.3% | +31.8% |
| All | +30.0% | +54.1% | -24.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling