-39.3%
CLS vs DOCS
-49.1%
+9.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | -22.2% | -0.8% | -21.4% | -22.1% |
| 30D | -44.4% | +17.4% | -61.8% | -44.0% |
| 3M | -34.3% | +57.4% | -91.6% | -33.5% |
| 6M | -50.1% | +26.5% | -76.6% | -49.3% |
| YTD | -30.1% | -26.6% | -3.5% | -26.5% |
| 1Y | -39.3% | -48.1% | +8.7% | -30.7% |
| All | -39.3% | -49.1% | +9.8% | -30.7% |
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