+24.3%
CL vs DOCS
-40.7%
+65.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | -0.4% |
| 7D | -1.4% | -7.3% | +6.0% | -1.4% |
| 30D | -5.2% | -10.9% | +5.7% | -5.2% |
| 3M | +3.3% | +20.3% | -17.0% | +3.3% |
| 6M | -4.4% | -3.6% | -0.7% | -4.4% |
| YTD | +13.9% | -44.9% | +58.8% | +13.8% |
| 1Y | +7.6% | -64.9% | +72.5% | +7.6% |
| 3Y | +29.6% | +7.6% | +22.0% | +28.6% |
| 5Y | +28.1% | -74.0% | +102.0% | +26.3% |
| All | +24.3% | -40.7% | +65.0% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling