+3,853.8%
CLS vs DOCS
-36.0%
+3,889.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.2% |
| 7D | +4.6% | -1.4% | +6.0% | +4.8% |
| 30D | -13.9% | +21.8% | -35.7% | -16.6% |
| 3M | -26.6% | +27.3% | -53.9% | -29.5% |
| 6M | +15.4% | -0.3% | +15.8% | +13.6% |
| YTD | +5.7% | -40.5% | +46.2% | +11.4% |
| 1Y | +41.1% | -61.5% | +102.7% | +58.6% |
| 3Y | +1,228.6% | +8.2% | +1,220.4% | +1,186.5% |
| 5Y | +3,240.6% | -73.4% | +3,314.1% | +3,122.5% |
| All | +3,853.8% | -36.0% | +3,889.8% | +3,884.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling