-22.9%
CLF vs DOCN
+70.4%
-93.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -15.9% | +3.6% | -8.9% |
| 7D | -21.0% | -29.3% | +8.3% | -15.1% |
| 30D | -8.0% | -46.0% | +38.0% | +3.8% |
| 3M | -10.9% | -43.2% | +32.3% | -1.4% |
| 6M | +5.8% | -53.7% | +59.5% | +19.8% |
| YTD | -15.1% | +46.9% | -62.1% | -29.5% |
| 1Y | +7.2% | +54.3% | -47.1% | -12.3% |
| 3Y | -34.2% | +185.5% | -219.7% | -55.1% |
| 5Y | -49.6% | -31.1% | -18.5% | -61.7% |
| All | -22.9% | +70.4% | -93.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling