+22.3%
DOC vs CRL
+38.0%
-15.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.5% |
| 7D | -1.5% | -1.0% | -0.4% | -1.3% |
| 30D | -4.8% | +10.7% | -15.4% | -6.3% |
| 3M | +6.9% | +55.3% | -48.4% | -0.7% |
| 6M | +20.7% | +60.7% | -39.9% | +10.8% |
| YTD | +34.1% | +44.6% | -10.5% | +25.2% |
| 1Y | +22.6% | +77.7% | -55.1% | +9.3% |
| All | +22.3% | +38.0% | -15.7% | +5.4% |
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