-51.1%
DOCS vs CLX
-26.7%
-24.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -1.3% | +12.4% | -13.8% | -3.0% |
| 30D | +19.4% | +21.1% | -1.7% | +16.2% |
| 3M | +53.4% | -3.3% | +56.7% | +53.6% |
| 6M | +28.8% | +18.8% | +9.9% | +25.5% |
| YTD | -25.1% | +3.9% | -29.0% | -26.6% |
| 1Y | -48.1% | -3.8% | -44.3% | -48.5% |
| 3Y | +51.4% | -10.5% | +61.9% | +51.1% |
| 5Y | -51.1% | -26.7% | -24.4% | -50.9% |
| All | -51.1% | -26.7% | -24.4% | -50.9% |
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