-0.4%
CRM vs DOCN
+286.0%
-286.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +12.6% | -16.5% | -4.4% |
| 7D | -3.5% | +16.3% | -19.8% | -4.1% |
| 30D | +29.3% | +2.0% | +27.2% | +28.9% |
| 3M | +36.8% | -25.2% | +62.0% | +39.7% |
| 6M | +23.9% | +132.7% | -108.8% | +8.3% |
| YTD | -5.5% | +163.3% | -168.8% | -19.0% |
| 1Y | -0.4% | +280.3% | -280.7% | -20.7% |
| All | -0.4% | +286.0% | -286.4% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling