+4,963.5%
CRM vs DOC
+215.7%
+4,747.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.7% | -4.6% | -4.2% |
| 7D | -6.8% | +6.5% | -13.2% | -9.0% |
| 30D | -4.9% | +9.2% | -14.0% | -8.1% |
| 3M | +14.6% | -2.5% | +17.1% | +15.3% |
| 6M | +18.4% | +7.1% | +11.4% | +14.7% |
| YTD | -18.8% | +33.0% | -51.8% | -28.9% |
| 1Y | -10.0% | +23.3% | -33.2% | -18.9% |
| 3Y | +5.0% | +44.9% | -40.0% | -14.0% |
| 5Y | -29.1% | -21.6% | -7.5% | -26.1% |
| 10Y | +192.8% | +17.4% | +175.4% | +138.3% |
| All | +4,963.5% | +215.7% | +4,747.7% | +2,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling