+204.7%
CRM vs DOC
+21.5%
+183.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -8.6% | +6.6% | -15.2% | -10.4% |
| 3M | +12.7% | -1.1% | +13.8% | +12.8% |
| 6M | +27.6% | +4.8% | +22.7% | +25.3% |
| YTD | -17.3% | +32.1% | -49.4% | -25.2% |
| 1Y | -10.8% | +21.9% | -32.7% | -17.3% |
| 3Y | +3.8% | +51.4% | -47.6% | -12.9% |
| 5Y | -27.7% | -21.2% | -6.5% | -24.3% |
| All | +204.7% | +21.5% | +183.3% | +176.9% |
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