+60.1%
DOCN vs CLX
-34.6%
+94.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +2.8% |
| 7D | +1.1% | -9.2% | +10.4% | +0.9% |
| 30D | -9.6% | -11.0% | +1.4% | -9.9% |
| 3M | -37.7% | +5.0% | -42.7% | -37.8% |
| 6M | +115.2% | -18.8% | +134.0% | +118.1% |
| YTD | +133.7% | -4.4% | +138.1% | +133.2% |
| 1Y | +250.2% | -21.9% | +272.0% | +256.9% |
| 3Y | +320.3% | -32.8% | +353.0% | +325.0% |
| All | +60.1% | -34.6% | +94.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling