+852.5%
CLS vs DOC
+43.5%
+809.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.1% | -12.2% | -9.2% |
| 7D | -21.1% | +8.7% | -29.9% | -21.6% |
| 30D | -38.2% | +7.6% | -45.9% | -38.6% |
| 3M | -36.3% | -5.3% | -31.0% | -35.7% |
| 6M | -43.8% | +27.6% | -71.4% | -45.8% |
| YTD | -20.0% | +32.4% | -52.4% | -23.4% |
| 1Y | -29.6% | +22.9% | -52.5% | -31.6% |
| All | +852.5% | +43.5% | +809.0% | +758.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling