-23.6%
DOC vs CRL
-35.5%
+11.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.7% |
| 3M | +6.9% | +55.3% | -48.4% | -2.6% |
| 6M | +20.7% | +60.7% | -39.9% | +8.3% |
| YTD | +34.1% | +44.6% | -10.5% | +22.7% |
| 1Y | +22.6% | +77.7% | -55.1% | +6.3% |
| 3Y | +20.8% | +37.6% | -16.8% | +7.6% |
| All | -23.6% | -35.5% | +11.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling