+8.9%
DOCS vs CLX
-32.8%
+41.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.7% |
| 7D | -1.4% | -9.2% | +7.8% | -0.8% |
| 30D | +21.8% | -11.0% | +32.9% | +22.8% |
| 3M | +27.3% | +5.0% | +22.3% | +27.2% |
| 6M | -0.3% | -18.8% | +18.5% | +1.3% |
| YTD | -40.5% | -4.4% | -36.1% | -41.4% |
| 1Y | -61.5% | -21.9% | -39.7% | -60.8% |
| All | +8.9% | -32.8% | +41.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling