-4.7%
CLX vs DOC
-2.1%
-2.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.9% |
| 7D | -9.2% | -1.5% | -7.8% | -9.0% |
| 30D | -11.0% | -4.8% | -6.3% | -10.2% |
| 3M | +5.0% | +6.9% | -1.8% | +3.6% |
| 6M | -18.8% | +20.7% | -39.6% | -21.9% |
| YTD | -4.4% | +34.1% | -38.6% | -9.9% |
| 1Y | -21.9% | +22.6% | -44.5% | -25.2% |
| 3Y | -32.8% | +20.8% | -53.6% | -36.0% |
| 5Y | -34.6% | -24.9% | -9.7% | -33.4% |
| All | -4.7% | -2.1% | -2.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling