+97.7%
DOCN vs CLX
-36.6%
+134.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.7% | -12.9% | -6.7% |
| 7D | -20.0% | +14.2% | -34.2% | -19.2% |
| 30D | -38.8% | +22.7% | -61.4% | -37.9% |
| 3M | -34.8% | -2.8% | -32.0% | -34.6% |
| 6M | -22.8% | +17.7% | -40.5% | -22.1% |
| YTD | +74.6% | +3.3% | +71.3% | +75.9% |
| 1Y | +116.4% | -5.6% | +122.1% | +119.1% |
| 3Y | +239.3% | -11.0% | +250.3% | +246.4% |
| 5Y | -20.2% | -27.6% | +7.4% | -23.5% |
| All | +97.7% | -36.6% | +134.3% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling