+13.7%
DOC vs CRL
+351.4%
-337.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.8% |
| 7D | +6.2% | -16.8% | +23.0% | +10.9% |
| 30D | +6.5% | +2.6% | +3.8% | +5.0% |
| 3M | -6.2% | +20.1% | -26.3% | -11.6% |
| 6M | +25.6% | +68.8% | -43.3% | +7.0% |
| YTD | +32.1% | +56.9% | -24.8% | +13.3% |
| 1Y | +20.3% | +86.7% | -66.4% | -2.2% |
| 3Y | +42.7% | +72.1% | -29.3% | +12.0% |
| 5Y | -22.2% | -16.6% | -5.6% | -24.1% |
| All | +13.7% | +351.4% | -337.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling