+2,336.0%
CLX vs DOC
+2,974.4%
-638.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | -9.2% | -1.5% | -7.8% | -9.0% |
| 30D | -11.0% | -4.8% | -6.3% | -10.4% |
| 3M | +5.0% | +6.9% | -1.8% | +3.8% |
| 6M | -18.8% | +20.7% | -39.6% | -21.5% |
| YTD | -4.4% | +34.1% | -38.6% | -9.2% |
| 1Y | -21.9% | +22.6% | -44.5% | -24.7% |
| 3Y | -32.8% | +20.8% | -53.6% | -35.6% |
| 5Y | -34.6% | -24.9% | -9.7% | -32.8% |
| 10Y | -4.7% | -1.8% | -2.9% | -9.6% |
| All | +2,336.0% | +2,974.4% | -638.4% | +1,172.0% |
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