+21.0%
CRM vs DOCN
+205.3%
-184.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +12.6% | -16.5% | -6.4% |
| 7D | -3.5% | +16.3% | -19.8% | -6.6% |
| 30D | +29.3% | +2.0% | +27.2% | +27.7% |
| 3M | +36.8% | -25.2% | +62.0% | +41.7% |
| 6M | +23.9% | +132.7% | -108.8% | -5.3% |
| YTD | -5.5% | +163.3% | -168.8% | -30.6% |
| 1Y | -0.4% | +280.3% | -280.7% | -34.2% |
| 3Y | +12.8% | +371.8% | -359.1% | -34.2% |
| 5Y | -3.5% | +87.1% | -90.6% | -33.8% |
| All | +21.0% | +205.3% | -184.3% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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