+41.1%
CLS vs DOCS
-60.9%
+102.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +4.6% | -1.4% | +6.0% | +4.6% |
| 30D | -13.9% | +21.8% | -35.7% | -14.1% |
| 3M | -26.6% | +27.3% | -53.9% | -26.7% |
| 6M | +15.4% | -0.3% | +15.8% | +16.2% |
| YTD | +5.7% | -40.5% | +46.2% | +15.8% |
| 1Y | +41.1% | -61.5% | +102.7% | +87.4% |
| All | +41.1% | -60.9% | +102.0% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling