-47.3%
DOCS vs CRL
+85.3%
-132.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -7.3% | +13.6% | +8.3% |
| 7D | +1.2% | -12.8% | +14.0% | +4.9% |
| 30D | +21.3% | +5.0% | +16.3% | +18.6% |
| 3M | +58.4% | +39.4% | +19.0% | +40.6% |
| 6M | +39.3% | +89.4% | -50.1% | +8.9% |
| YTD | -21.7% | +63.6% | -85.3% | -35.6% |
| 1Y | -47.3% | +83.5% | -130.8% | -60.7% |
| All | -47.3% | +85.3% | -132.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling