+185.4%
CRM vs DOC
+15.7%
+169.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.1% |
| 7D | -6.8% | +6.5% | -13.2% | -8.5% |
| 30D | -4.9% | +9.2% | -14.0% | -7.4% |
| 3M | +14.6% | -2.5% | +17.1% | +15.1% |
| 6M | +18.4% | +7.1% | +11.4% | +15.6% |
| YTD | -18.8% | +33.0% | -51.8% | -26.7% |
| 1Y | -10.0% | +23.3% | -33.2% | -16.8% |
| 3Y | +5.0% | +44.9% | -40.0% | -10.5% |
| 5Y | -29.1% | -21.6% | -7.5% | -25.7% |
| All | +185.4% | +15.7% | +169.7% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling