-49.6%
CLF vs DOCN
-34.6%
-15.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -15.9% | +3.6% | -8.7% |
| 7D | -21.0% | -29.3% | +8.3% | -14.8% |
| 30D | -8.0% | -46.0% | +38.0% | +4.6% |
| 3M | -10.9% | -43.2% | +32.3% | -0.8% |
| 6M | +5.8% | -53.7% | +59.5% | +20.8% |
| YTD | -15.1% | +46.9% | -62.1% | -30.9% |
| 1Y | +7.2% | +54.3% | -47.1% | -14.2% |
| 3Y | -34.2% | +185.5% | -219.7% | -57.0% |
| 5Y | -49.6% | -31.1% | -18.5% | -62.4% |
| All | -49.6% | -34.6% | -15.0% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling