+205.1%
CRM vs DOC
+21.2%
+183.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | -0.9% | +2.8% | +2.2% |
| 30D | -7.7% | +7.7% | -15.4% | -9.8% |
| 3M | +8.4% | -2.0% | +10.4% | +8.7% |
| 6M | +31.9% | +5.9% | +26.1% | +29.2% |
| YTD | -17.2% | +31.8% | -49.0% | -25.1% |
| 1Y | -8.6% | +22.5% | -31.2% | -15.4% |
| 3Y | +3.1% | +54.7% | -51.6% | -14.2% |
| 5Y | -27.6% | -21.3% | -6.3% | -24.1% |
| All | +205.1% | +21.2% | +183.9% | +177.4% |
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