+43.9%
CL vs DOCS
-53.1%
+97.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.2% |
| 3M | +7.3% | +58.4% | -51.0% | +7.4% |
| 6M | +17.0% | +39.3% | -22.3% | +17.0% |
| YTD | +28.0% | -21.7% | +49.7% | +27.9% |
| 1Y | +32.1% | -47.3% | +79.4% | +32.0% |
| 3Y | +41.5% | +58.2% | -16.7% | +40.2% |
| 5Y | +43.9% | -52.3% | +96.2% | +38.9% |
| All | +43.9% | -53.1% | +97.1% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling