-47.8%
CLF vs DOCS
-73.4%
+25.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.1% |
| 7D | +7.6% | -1.4% | +9.0% | +7.7% |
| 30D | -1.2% | +21.8% | -23.0% | -4.6% |
| 3M | -13.4% | +27.3% | -40.7% | -17.1% |
| 6M | +15.4% | -0.3% | +15.8% | +13.6% |
| YTD | -5.9% | -40.5% | +34.6% | -0.9% |
| 1Y | +18.8% | -61.5% | +80.4% | +33.4% |
| 3Y | -19.4% | +8.2% | -27.6% | -26.4% |
| All | -47.8% | -73.4% | +25.6% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling