-41.7%
CLS vs DOC
+21.7%
-63.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.8% | -13.1% |
| 7D | -27.3% | +6.2% | -33.5% | -26.6% |
| 30D | -47.0% | +6.5% | -53.5% | -46.5% |
| 3M | -43.3% | -6.2% | -37.1% | -42.7% |
| 6M | -50.8% | +25.6% | -76.4% | -50.6% |
| YTD | -30.4% | +32.1% | -62.5% | -28.9% |
| 1Y | -41.7% | +20.3% | -62.0% | -41.2% |
| All | -41.7% | +21.7% | -63.4% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling