+70.5%
DOCN vs CLX
-36.1%
+106.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.5% |
| 7D | -19.2% | +13.6% | -32.7% | -18.4% |
| 30D | -43.1% | +23.4% | -66.4% | -42.2% |
| 3M | -40.7% | -2.8% | -37.9% | -40.5% |
| 6M | -55.0% | +14.0% | -69.0% | -54.6% |
| YTD | +50.6% | +4.2% | +46.4% | +51.8% |
| 1Y | +54.0% | -1.2% | +55.1% | +55.6% |
| 3Y | +203.9% | -12.7% | +216.6% | +210.5% |
| 5Y | -29.4% | -26.5% | -2.9% | -31.9% |
| All | +70.5% | -36.1% | +106.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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