+324.3%
DOCN vs CRL
+38.0%
+286.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.4% |
| 7D | +1.1% | -1.0% | +2.2% | +1.4% |
| 30D | -9.6% | +10.7% | -20.3% | -13.2% |
| 3M | -37.7% | +55.3% | -93.0% | -48.8% |
| 6M | +115.2% | +60.7% | +54.6% | +72.4% |
| YTD | +133.7% | +44.6% | +89.1% | +94.8% |
| 1Y | +250.2% | +77.7% | +172.4% | +163.2% |
| All | +324.3% | +38.0% | +286.3% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling