-26.7%
CLX vs DOC
-22.1%
-4.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | +12.4% | +6.2% | +6.2% | +10.5% |
| 30D | +21.1% | +6.5% | +14.6% | +18.9% |
| 3M | -3.3% | -6.2% | +2.9% | -1.6% |
| 6M | +18.8% | +25.6% | -6.8% | +11.0% |
| YTD | +3.9% | +32.1% | -28.2% | -4.5% |
| 1Y | -3.8% | +20.3% | -24.1% | -9.2% |
| 3Y | -10.5% | +42.7% | -53.3% | -20.9% |
| 5Y | -26.7% | -22.2% | -4.5% | -19.9% |
| All | -26.7% | -22.1% | -4.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling