+40.8%
CL vs DOCS
+57.4%
-16.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.3% | -3.1% | +3.3% |
| 7D | +7.7% | +1.2% | +6.5% | +7.7% |
| 30D | +15.2% | +21.3% | -6.1% | +15.3% |
| 3M | +7.3% | +58.4% | -51.0% | +7.7% |
| 6M | +17.0% | +39.3% | -22.3% | +17.2% |
| YTD | +28.0% | -21.7% | +49.7% | +27.6% |
| 1Y | +32.1% | -47.3% | +79.4% | +31.5% |
| All | +40.8% | +57.4% | -16.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling