+103.1%
DOCN vs CRL
+20.8%
+82.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -3.7% |
| 7D | +19.1% | +0.1% | +19.0% | +19.0% |
| 30D | -21.0% | +11.9% | -32.9% | -25.3% |
| 3M | -34.7% | +20.2% | -54.9% | -40.9% |
| 6M | -45.8% | +107.5% | -153.3% | -64.5% |
| YTD | +79.4% | +69.4% | +10.0% | +29.4% |
| 1Y | +91.0% | +99.7% | -8.7% | +25.2% |
| 3Y | +237.5% | +98.8% | +138.7% | +94.9% |
| 5Y | -30.4% | -12.4% | -18.0% | -28.7% |
| All | +103.1% | +20.8% | +82.3% | +63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling