+2,426.3%
CLS vs DOCN
+70.4%
+2,355.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -15.9% | +2.8% | -8.6% |
| 7D | -27.3% | -29.3% | +2.0% | -19.8% |
| 30D | -47.0% | -46.0% | -1.0% | -37.3% |
| 3M | -43.3% | -43.2% | -0.1% | -34.0% |
| 6M | -50.8% | -53.7% | +3.0% | -40.0% |
| YTD | -30.4% | +46.9% | -77.4% | -39.1% |
| 1Y | -41.7% | +54.3% | -96.0% | -49.4% |
| 3Y | +701.4% | +185.5% | +515.9% | +489.9% |
| 5Y | +1,767.8% | -31.1% | +1,798.9% | +1,443.0% |
| All | +2,426.3% | +70.4% | +2,355.9% | +1,921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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