+3,231.7%
CLS vs DOC
+628.5%
+2,603.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | +4.6% | -1.5% | +6.0% | +5.1% |
| 30D | -13.9% | -4.8% | -9.1% | -12.2% |
| 3M | -26.6% | +6.9% | -33.5% | -28.7% |
| 6M | +15.4% | +20.7% | -5.3% | +5.8% |
| YTD | +5.7% | +34.1% | -28.5% | -7.4% |
| 1Y | +41.1% | +22.6% | +18.5% | +27.5% |
| 3Y | +1,228.6% | +20.8% | +1,207.8% | +1,074.9% |
| 5Y | +3,240.6% | -24.9% | +3,265.5% | +3,455.0% |
| 10Y | +2,760.3% | -1.8% | +2,762.2% | +2,526.5% |
| All | +3,231.7% | +628.5% | +2,603.3% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling