-42.1%
CLF vs DOC
-22.8%
-19.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.1% | -12.3% | -10.7% |
| 7D | -7.9% | +8.7% | -16.6% | -11.7% |
| 30D | +5.2% | +7.6% | -2.4% | +0.8% |
| 3M | +4.3% | -5.3% | +9.6% | +6.3% |
| 6M | +25.3% | +27.6% | -2.3% | +6.8% |
| YTD | -3.3% | +32.4% | -35.7% | -19.4% |
| 1Y | +20.2% | +22.9% | -2.6% | +4.5% |
| 3Y | -25.0% | +43.1% | -68.1% | -43.0% |
| 5Y | -42.1% | -21.4% | -20.7% | -33.4% |
| All | -42.1% | -22.8% | -19.3% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling