-26.0%
CLF vs DOCN
+236.1%
-262.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -7.2% | -2.0% | -7.8% |
| 7D | -7.9% | -20.0% | +12.1% | -3.9% |
| 30D | +5.2% | -38.8% | +44.0% | +15.2% |
| 3M | +4.3% | -34.8% | +39.1% | +11.8% |
| 6M | +25.3% | -22.8% | +48.1% | +24.6% |
| YTD | -3.3% | +74.6% | -77.9% | -26.4% |
| 1Y | +20.2% | +116.4% | -96.2% | -16.0% |
| All | -26.0% | +236.1% | -262.1% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling