+18.8%
CLF vs DOC
+23.9%
-5.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.4% |
| 7D | +7.6% | -1.5% | +9.1% | +8.1% |
| 30D | -1.2% | -4.8% | +3.6% | +0.5% |
| 3M | -13.4% | +6.9% | -20.3% | -16.2% |
| 6M | +15.4% | +20.7% | -5.3% | +6.6% |
| YTD | -5.9% | +34.1% | -40.0% | -16.6% |
| 1Y | +18.8% | +22.6% | -3.8% | +7.4% |
| All | +18.8% | +23.9% | -5.1% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling