+39.5%
CL vs DOCS
-19.4%
+59.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | +5.9% | -1.3% | +7.3% | +5.9% |
| 30D | +13.8% | +19.4% | -5.6% | +13.8% |
| 3M | +6.4% | +53.4% | -47.0% | +6.4% |
| 6M | +15.6% | +28.8% | -13.1% | +15.6% |
| YTD | +27.9% | -25.1% | +53.0% | +27.8% |
| 1Y | +31.4% | -48.1% | +79.5% | +31.3% |
| 3Y | +41.4% | +51.4% | -10.0% | +40.4% |
| 5Y | +42.8% | -51.1% | +93.9% | +40.9% |
| All | +39.5% | -19.4% | +59.0% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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