+1,767.8%
CLS vs DOCS
-54.0%
+1,821.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -4.3% | -8.7% | -12.3% |
| 7D | -27.3% | -1.3% | -25.9% | -27.1% |
| 30D | -47.0% | +19.4% | -66.4% | -48.5% |
| 3M | -43.3% | +53.4% | -96.7% | -47.8% |
| 6M | -50.8% | +28.8% | -79.5% | -53.8% |
| YTD | -30.4% | -25.1% | -5.4% | -28.4% |
| 1Y | -41.7% | -48.1% | +6.5% | -35.5% |
| 3Y | +701.4% | +51.4% | +650.0% | +604.6% |
| 5Y | +1,767.8% | -51.1% | +1,818.9% | +1,728.1% |
| All | +1,767.8% | -54.0% | +1,821.7% | +1,728.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling