-54.2%
DOCS vs CLX
-26.4%
-27.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.8% | +13.6% | -14.4% | -2.5% |
| 30D | +17.4% | +23.4% | -5.9% | +14.0% |
| 3M | +57.4% | -2.8% | +60.2% | +57.5% |
| 6M | +26.5% | +14.0% | +12.6% | +24.1% |
| YTD | -26.6% | +4.2% | -30.8% | -28.1% |
| 1Y | -48.1% | -1.2% | -46.9% | -48.7% |
| 3Y | +52.6% | -12.7% | +65.3% | +53.2% |
| All | -54.2% | -26.4% | -27.8% | -53.9% |
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