-21.6%
CLF vs DOCN
+74.7%
-96.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | -19.6% | -19.2% | -0.4% | -15.8% |
| 30D | -5.0% | -43.1% | +38.1% | +6.1% |
| 3M | -6.3% | -40.7% | +34.4% | +2.8% |
| 6M | +2.8% | -55.0% | +57.8% | +17.1% |
| YTD | -13.7% | +50.6% | -64.3% | -28.7% |
| 1Y | +13.6% | +54.0% | -40.4% | -6.9% |
| 3Y | -34.0% | +203.9% | -237.9% | -55.5% |
| 5Y | -48.7% | -29.4% | -19.4% | -61.2% |
| All | -21.6% | +74.7% | -96.2% | -40.0% |
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