-13.4%
CLX vs DOC
+43.5%
-56.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.8% |
| 7D | +14.2% | +8.7% | +5.5% | +11.6% |
| 30D | +22.7% | +7.6% | +15.0% | +20.2% |
| 3M | -2.8% | -5.3% | +2.5% | -1.5% |
| 6M | +17.7% | +27.6% | -9.9% | +10.5% |
| YTD | +3.3% | +32.4% | -29.1% | -3.9% |
| 1Y | -5.6% | +22.9% | -28.5% | -10.7% |
| All | -13.4% | +43.5% | -56.9% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling