+8.9%
DOCS vs CRL
+38.0%
-29.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -1.4% | -1.0% | -0.4% | -1.1% |
| 30D | +21.8% | +10.7% | +11.2% | +18.2% |
| 3M | +27.3% | +55.3% | -28.0% | +11.3% |
| 6M | -0.3% | +60.7% | -61.0% | -14.2% |
| YTD | -40.5% | +44.6% | -85.1% | -47.4% |
| 1Y | -61.5% | +77.7% | -139.3% | -68.0% |
| All | +8.9% | +38.0% | -29.1% | -12.1% |
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