+1,767.8%
CLS vs DOC
-22.1%
+1,789.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.2% | -12.8% | -13.0% |
| 7D | -27.3% | +6.2% | -33.5% | -28.4% |
| 30D | -47.0% | +6.5% | -53.5% | -48.1% |
| 3M | -43.3% | -6.2% | -37.1% | -42.4% |
| 6M | -50.8% | +25.6% | -76.4% | -54.7% |
| YTD | -30.4% | +32.1% | -62.5% | -37.3% |
| 1Y | -41.7% | +20.3% | -62.0% | -45.7% |
| 3Y | +701.4% | +42.7% | +658.7% | +563.5% |
| 5Y | +1,767.8% | -22.2% | +1,789.9% | +2,193.6% |
| All | +1,767.8% | -22.1% | +1,789.8% | +2,193.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling