-48.9%
DOCS vs CLX
-27.1%
-21.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.7% | +0.6% | +5.5% |
| 7D | +1.2% | +14.2% | -13.0% | -0.7% |
| 30D | +21.3% | +22.7% | -1.4% | +17.9% |
| 3M | +58.4% | -2.8% | +61.1% | +58.5% |
| 6M | +39.3% | +17.7% | +21.6% | +36.0% |
| YTD | -21.7% | +3.3% | -25.0% | -23.3% |
| 1Y | -47.3% | -5.6% | -41.7% | -47.5% |
| 3Y | +58.2% | -11.0% | +69.2% | +58.0% |
| All | -48.9% | -27.1% | -21.8% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling