+188.6%
CRM vs DOC
+21.1%
+167.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | -5.0% | +5.9% | -10.8% | -6.6% |
| 30D | -6.2% | +10.3% | -16.5% | -8.9% |
| 3M | +11.7% | -2.2% | +13.9% | +12.1% |
| 6M | +18.7% | +8.2% | +10.5% | +15.6% |
| YTD | -18.3% | +35.4% | -53.7% | -26.6% |
| 1Y | -9.6% | +23.6% | -33.3% | -16.5% |
| 3Y | +4.3% | +57.3% | -53.0% | -13.5% |
| 5Y | -29.3% | -19.6% | -9.7% | -26.4% |
| 10Y | +188.6% | +20.8% | +167.8% | +160.7% |
| All | +188.6% | +21.1% | +167.5% | +160.7% |
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