+197.9%
CRM vs DOC
+23.6%
+174.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.2% |
| 7D | -4.0% | +1.0% | -5.0% | -4.3% |
| 30D | -6.8% | +8.1% | -14.9% | -9.0% |
| 3M | +10.6% | +0.9% | +9.7% | +10.0% |
| 6M | +23.4% | +6.3% | +17.1% | +20.7% |
| YTD | -17.1% | +33.8% | -50.9% | -25.3% |
| 1Y | -10.1% | +21.6% | -31.7% | -16.5% |
| 3Y | +4.0% | +53.4% | -49.4% | -13.0% |
| 5Y | -26.7% | -21.0% | -5.7% | -23.3% |
| 10Y | +197.9% | +22.5% | +175.4% | +172.2% |
| All | +197.9% | +23.6% | +174.3% | +172.2% |
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