+1,896.7%
CLS vs DOC
+19.9%
+1,876.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -10.2% |
| 7D | -21.1% | +8.7% | -29.9% | -23.8% |
| 30D | -38.2% | +7.6% | -45.9% | -40.4% |
| 3M | -36.3% | -5.3% | -31.0% | -35.3% |
| 6M | -43.8% | +27.6% | -71.4% | -50.3% |
| YTD | -20.0% | +32.4% | -52.4% | -30.7% |
| 1Y | -29.6% | +22.9% | -52.5% | -37.1% |
| 3Y | +821.3% | +43.1% | +778.2% | +639.6% |
| 5Y | +2,134.5% | -21.4% | +2,155.9% | +2,275.7% |
| 10Y | +1,896.7% | +16.8% | +1,879.9% | +1,767.1% |
| All | +1,896.7% | +19.9% | +1,876.8% | +1,767.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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