+25.3%
CLF vs DOCS
+38.8%
-13.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.3% | -15.5% | -8.9% |
| 7D | -7.9% | +1.2% | -9.1% | -7.7% |
| 30D | +5.2% | +21.3% | -16.1% | +5.8% |
| 3M | +4.3% | +58.4% | -54.1% | +5.8% |
| 6M | +25.3% | +39.3% | -14.0% | +28.2% |
| All | +25.3% | +38.8% | -13.5% | +28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling