+55.8%
DOCS vs CRL
+72.9%
-17.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.2% |
| 7D | -1.3% | -16.8% | +15.4% | +3.2% |
| 30D | +19.4% | +2.6% | +16.8% | +17.9% |
| 3M | +53.4% | +20.1% | +33.3% | +44.8% |
| 6M | +28.8% | +68.8% | -40.1% | +9.4% |
| YTD | -25.1% | +56.9% | -82.0% | -35.4% |
| 1Y | -48.1% | +86.7% | -134.8% | -57.4% |
| All | +55.8% | +72.9% | -17.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling