-48.3%
CLF vs DOCS
-19.4%
-28.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.3% | -7.9% | -11.7% |
| 7D | -21.0% | -1.3% | -19.6% | -20.9% |
| 30D | -8.0% | +19.4% | -27.4% | -10.0% |
| 3M | -10.9% | +53.4% | -64.3% | -16.2% |
| 6M | +5.8% | +28.8% | -22.9% | +0.9% |
| YTD | -15.1% | -25.1% | +9.9% | -13.7% |
| 1Y | +7.2% | -48.1% | +55.4% | +14.3% |
| 3Y | -34.2% | +51.4% | -85.5% | -41.6% |
| 5Y | -49.6% | -51.1% | +1.5% | -52.1% |
| All | -48.3% | -19.4% | -28.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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