-21.4%
DOC vs CRL
-15.5%
-5.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.3% | +10.4% | +4.5% |
| 7D | +8.7% | -12.8% | +21.5% | +11.3% |
| 30D | +7.6% | +5.0% | +2.6% | +6.1% |
| 3M | -5.3% | +39.4% | -44.6% | -12.1% |
| 6M | +27.6% | +89.4% | -61.7% | +10.4% |
| YTD | +32.4% | +63.6% | -31.2% | +17.3% |
| 1Y | +22.9% | +83.5% | -60.6% | +5.6% |
| 3Y | +43.1% | +79.4% | -36.3% | +18.4% |
| 5Y | -21.4% | -14.0% | -7.4% | -24.2% |
| All | -21.4% | -15.5% | -5.9% | -24.2% |
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