-10.0%
CRM vs DOC
+20.9%
-30.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -3.9% |
| 7D | -6.8% | +6.5% | -13.2% | -6.6% |
| 30D | -4.9% | +9.2% | -14.0% | -4.6% |
| 3M | +14.6% | -2.5% | +17.1% | +14.0% |
| 6M | +18.4% | +7.1% | +11.4% | +19.6% |
| YTD | -18.8% | +33.0% | -51.8% | -16.3% |
| 1Y | -10.0% | +23.3% | -33.2% | -8.4% |
| All | -10.0% | +20.9% | -30.9% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling