-29.3%
CRM vs DOCN
-31.5%
+2.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | -1.0% |
| 7D | -5.0% | -12.8% | +7.8% | -2.8% |
| 30D | -6.2% | -41.9% | +35.7% | +3.4% |
| 3M | +11.7% | -36.9% | +48.6% | +19.2% |
| 6M | +18.7% | -52.2% | +71.0% | +31.9% |
| YTD | -18.3% | +62.7% | -81.0% | -36.8% |
| 1Y | -9.6% | +58.2% | -67.9% | -29.7% |
| 3Y | +4.3% | +219.5% | -215.2% | -38.9% |
| 5Y | -29.3% | -32.9% | +3.6% | -42.5% |
| All | -29.3% | -31.5% | +2.2% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling