+44.3%
DOC vs CRL
+80.2%
-35.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +4.0% |
| 7D | +8.7% | -12.8% | +21.5% | +10.4% |
| 30D | +7.6% | +5.0% | +2.6% | +6.6% |
| 3M | -5.3% | +39.4% | -44.6% | -10.1% |
| 6M | +27.6% | +89.4% | -61.7% | +15.4% |
| YTD | +32.4% | +63.6% | -31.2% | +22.0% |
| 1Y | +22.9% | +83.5% | -60.6% | +10.6% |
| All | +44.3% | +80.2% | -35.9% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling