+13.6%
CLF vs DOCN
+50.9%
-37.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.5% |
| 7D | -19.6% | -19.2% | -0.4% | -18.1% |
| 30D | -5.0% | -43.1% | +38.1% | -1.8% |
| 3M | -6.3% | -40.7% | +34.4% | -3.3% |
| 6M | +2.8% | -55.0% | +57.8% | +6.9% |
| YTD | -13.7% | +50.6% | -64.3% | -6.4% |
| 1Y | +13.6% | +54.0% | -40.4% | +22.8% |
| All | +13.6% | +50.9% | -37.3% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling