+116.4%
DOCN vs CRL
+85.3%
+31.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -7.3% | +0.1% | -5.5% |
| 7D | -20.0% | -12.8% | -7.3% | -17.5% |
| 30D | -38.8% | +5.0% | -43.8% | -39.0% |
| 3M | -34.8% | +39.4% | -74.2% | -38.6% |
| 6M | -22.8% | +89.4% | -112.1% | -34.1% |
| YTD | +74.6% | +63.6% | +11.0% | +54.0% |
| 1Y | +116.4% | +83.5% | +33.0% | +102.9% |
| All | +116.4% | +85.3% | +31.1% | +102.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling