+70.5%
DOCN vs CRL
+20.6%
+49.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | -1.5% |
| 7D | -19.2% | -6.1% | -13.1% | -16.5% |
| 30D | -43.1% | +12.4% | -55.4% | -46.3% |
| 3M | -40.7% | +27.1% | -67.8% | -47.9% |
| 6M | -55.0% | +85.7% | -140.7% | -68.8% |
| YTD | +50.6% | +69.2% | -18.6% | +8.7% |
| 1Y | +54.0% | +97.5% | -43.6% | +1.5% |
| 3Y | +203.9% | +86.1% | +117.8% | +84.6% |
| 5Y | -29.4% | -10.0% | -19.3% | -28.1% |
| All | +70.5% | +20.6% | +49.9% | +36.9% |
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 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