+54.0%
DOCN vs CRL
+101.2%
-47.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.3% | +0.1% |
| 7D | -19.2% | -6.1% | -13.1% | -17.7% |
| 30D | -43.1% | +12.4% | -55.4% | -44.3% |
| 3M | -40.7% | +27.1% | -67.8% | -43.9% |
| 6M | -55.0% | +85.7% | -140.7% | -62.9% |
| YTD | +50.6% | +69.2% | -18.6% | +27.0% |
| 1Y | +54.0% | +97.5% | -43.6% | +23.4% |
| All | +54.0% | +101.2% | -47.3% | +23.4% |
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