+2,533.4%
CLX vs DOC
+2,934.4%
-401.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.2% |
| 7D | +14.2% | +8.7% | +5.5% | +12.6% |
| 30D | +22.7% | +7.6% | +15.0% | +21.2% |
| 3M | -2.8% | -5.3% | +2.5% | -1.9% |
| 6M | +17.7% | +27.6% | -9.9% | +12.8% |
| YTD | +3.3% | +32.4% | -29.1% | -1.6% |
| 1Y | -5.6% | +22.9% | -28.5% | -9.1% |
| 3Y | -11.0% | +43.1% | -54.1% | -16.9% |
| 5Y | -27.6% | -21.4% | -6.2% | -26.1% |
| 10Y | +19.2% | +16.8% | +2.4% | +10.1% |
| All | +2,533.4% | +2,934.4% | -401.0% | +1,278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling