+18.5%
CRM vs DOC
+22.7%
-4.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | +1.3% | -1.5% | +2.7% | +1.4% |
| 30D | +34.3% | -4.8% | +39.1% | +34.9% |
| 3M | +37.7% | +6.9% | +30.8% | +36.9% |
| 6M | +34.9% | +20.7% | +14.2% | +32.5% |
| YTD | -1.6% | +34.1% | -35.8% | -5.2% |
| 1Y | +7.1% | +22.6% | -15.5% | +4.6% |
| All | +18.5% | +22.7% | -4.2% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling