-42.1%
CLF vs DOCS
-53.1%
+11.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.3% | -15.5% | -10.0% |
| 7D | -7.9% | +1.2% | -9.1% | -8.1% |
| 30D | +5.2% | +21.3% | -16.1% | +2.3% |
| 3M | +4.3% | +58.4% | -54.1% | -3.2% |
| 6M | +25.3% | +39.3% | -14.0% | +17.3% |
| YTD | -3.3% | -21.7% | +18.4% | -2.0% |
| 1Y | +20.2% | -47.3% | +67.6% | +29.4% |
| 3Y | -25.0% | +58.2% | -83.2% | -36.1% |
| 5Y | -42.1% | -52.3% | +10.2% | -47.3% |
| All | -42.1% | -53.1% | +11.0% | -47.3% |
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