-38.8%
DOCS vs CLX
-24.6%
-14.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | -0.6% | +13.6% | -14.2% | -2.9% |
| 30D | +6.3% | +29.1% | -22.8% | +1.3% |
| 3M | +26.5% | +1.6% | +24.9% | +25.7% |
| 6M | +24.8% | +18.7% | +6.1% | +20.4% |
| YTD | -26.8% | +11.1% | -37.9% | -29.6% |
| 1Y | -38.3% | +7.0% | -45.3% | -40.1% |
| 3Y | +36.0% | -10.0% | +46.0% | +36.0% |
| 5Y | -55.0% | -22.6% | -32.3% | -56.2% |
| All | -38.8% | -24.6% | -14.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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