-27.6%
CLX vs DOC
-22.8%
-4.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.8% |
| 7D | +14.2% | +8.7% | +5.5% | +11.4% |
| 30D | +22.7% | +7.6% | +15.0% | +20.0% |
| 3M | -2.8% | -5.3% | +2.5% | -1.3% |
| 6M | +17.7% | +27.6% | -9.9% | +9.5% |
| YTD | +3.3% | +32.4% | -29.1% | -5.0% |
| 1Y | -5.6% | +22.9% | -28.5% | -11.5% |
| 3Y | -11.0% | +43.1% | -54.1% | -21.4% |
| 5Y | -27.6% | -21.4% | -6.2% | -21.1% |
| All | -27.6% | -22.8% | -4.8% | -21.1% |
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