+5,171.1%
CRM vs DOC
+213.5%
+4,957.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -3.7% | +6.2% | -9.9% | -5.9% |
| 30D | -1.1% | +6.5% | -7.6% | -3.6% |
| 3M | +15.5% | -6.2% | +21.7% | +18.0% |
| 6M | +19.5% | +25.6% | -6.1% | +7.6% |
| YTD | -15.5% | +32.1% | -47.5% | -25.8% |
| 1Y | -11.2% | +20.3% | -31.5% | -19.3% |
| 3Y | +9.2% | +42.7% | -33.5% | -9.9% |
| 5Y | -26.2% | -22.2% | -4.1% | -22.8% |
| 10Y | +204.8% | +16.5% | +188.2% | +148.7% |
| All | +5,171.1% | +213.5% | +4,957.5% | +2,264.2% |
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