-48.1%
DOCS vs CRL
+101.2%
-149.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -4.0% |
| 7D | -0.8% | -6.1% | +5.3% | +0.6% |
| 30D | +17.4% | +12.4% | +5.0% | +12.6% |
| 3M | +57.4% | +27.1% | +30.2% | +44.7% |
| 6M | +26.5% | +85.7% | -59.2% | -0.1% |
| YTD | -26.6% | +69.2% | -95.8% | -40.5% |
| 1Y | -48.1% | +97.5% | -145.6% | -64.5% |
| All | -48.1% | +101.2% | -149.3% | -64.5% |
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