-26.2%
DOCN vs CRL
-9.4%
-16.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.7% |
| 7D | -12.1% | -1.7% | -10.4% | -11.1% |
| 30D | -41.0% | +14.6% | -55.6% | -45.0% |
| 3M | -38.7% | +24.8% | -63.5% | -45.8% |
| 6M | -51.5% | +94.7% | -146.2% | -67.4% |
| YTD | +65.3% | +73.4% | -8.1% | +16.8% |
| 1Y | +53.9% | +104.7% | -50.8% | -1.5% |
| 3Y | +215.6% | +101.1% | +114.5% | +77.1% |
| 5Y | -26.2% | -10.8% | -15.4% | +9.1% |
| All | -26.2% | -9.4% | -16.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling