+2,804.3%
CLS vs DOCN
+102.5%
+2,701.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -7.2% | -1.9% | -7.1% |
| 7D | -21.1% | -20.0% | -1.1% | -16.1% |
| 30D | -38.2% | -38.8% | +0.6% | -29.6% |
| 3M | -36.3% | -34.8% | -1.5% | -28.8% |
| 6M | -43.8% | -22.8% | -21.0% | -41.1% |
| YTD | -20.0% | +74.6% | -94.6% | -33.3% |
| 1Y | -29.6% | +116.4% | -146.0% | -44.3% |
| 3Y | +821.3% | +239.3% | +582.0% | +545.5% |
| 5Y | +2,134.5% | -20.2% | +2,154.7% | +1,660.8% |
| All | +2,804.3% | +102.5% | +2,701.8% | +2,111.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling