+4.5%
CRM vs DOCN
+88.7%
-84.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | -0.9% |
| 7D | -5.0% | -12.8% | +7.8% | -2.9% |
| 30D | -6.2% | -41.9% | +35.7% | +2.8% |
| 3M | +11.7% | -36.9% | +48.6% | +18.8% |
| 6M | +18.7% | -52.2% | +71.0% | +31.2% |
| YTD | -18.3% | +62.7% | -81.0% | -35.4% |
| 1Y | -9.6% | +58.2% | -67.9% | -28.2% |
| 3Y | +4.3% | +219.5% | -215.2% | -35.5% |
| 5Y | -29.3% | -32.9% | +3.6% | -45.9% |
| All | +4.5% | +88.7% | -84.1% | -26.9% |
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