+25.9%
CRM vs DOCN
+171.0%
-145.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.5% |
| 7D | +1.3% | +1.1% | +0.1% | +1.0% |
| 30D | +34.3% | -9.6% | +44.0% | +36.4% |
| 3M | +37.7% | -37.7% | +75.4% | +48.4% |
| 6M | +34.9% | +115.2% | -80.3% | +4.9% |
| YTD | -1.6% | +133.7% | -135.4% | -25.8% |
| 1Y | +7.1% | +250.2% | -243.0% | -28.0% |
| 3Y | +19.0% | +320.3% | -301.2% | -28.8% |
| 5Y | -1.3% | +53.1% | -54.4% | -30.2% |
| All | +25.9% | +171.0% | -145.2% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling