-37.4%
DOCS vs CLX
-29.5%
-7.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -1.3% | +12.4% | -13.8% | -3.5% |
| 30D | +19.4% | +21.1% | -1.7% | +15.2% |
| 3M | +53.4% | -3.3% | +56.7% | +53.9% |
| 6M | +28.8% | +18.8% | +9.9% | +24.4% |
| YTD | -25.1% | +3.9% | -29.0% | -27.0% |
| 1Y | -48.1% | -3.8% | -44.3% | -48.5% |
| 3Y | +51.4% | -10.5% | +61.9% | +50.5% |
| 5Y | -51.1% | -26.7% | -24.4% | -52.4% |
| All | -37.4% | -29.5% | -7.9% | -37.2% |
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