+2,005.0%
CLS vs DOCN
-21.6%
+2,026.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +9.6% | -1.1% | +5.6% |
| 7D | +2.8% | +3.7% | -1.0% | +1.9% |
| 30D | -30.1% | -33.7% | +3.6% | -21.2% |
| 3M | -21.7% | -27.9% | +6.2% | -14.1% |
| 6M | -36.2% | -46.4% | +10.2% | -24.7% |
| YTD | -17.8% | +81.1% | -98.9% | -33.3% |
| 1Y | -26.8% | +74.3% | -101.1% | -39.7% |
| 3Y | +853.4% | +245.8% | +607.5% | +541.7% |
| 5Y | +2,005.0% | -23.7% | +2,028.8% | +1,499.3% |
| All | +2,005.0% | -21.6% | +2,026.6% | +1,499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling