-42.7%
CLF vs DOCS
-36.0%
-6.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -13.4% | +27.3% | -40.7% | -16.7% |
| 6M | +15.4% | -0.3% | +15.8% | +13.7% |
| YTD | -5.9% | -40.5% | +34.6% | -1.5% |
| 1Y | +18.8% | -61.5% | +80.4% | +31.8% |
| 3Y | -19.4% | +8.2% | -27.6% | -25.2% |
| 5Y | -47.7% | -73.4% | +25.7% | -47.9% |
| All | -42.7% | -36.0% | -6.7% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling