-0.4%
CRM vs DOCS
-65.1%
+64.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.3% | +3.4% | -2.0% |
| 7D | -3.5% | -7.3% | +3.8% | -1.6% |
| 30D | +29.3% | -10.9% | +40.1% | +32.7% |
| 3M | +36.8% | +20.3% | +16.5% | +30.0% |
| 6M | +23.9% | -3.6% | +27.5% | +21.8% |
| YTD | -5.5% | -44.9% | +39.4% | +0.5% |
| 1Y | -0.4% | -64.9% | +64.5% | +11.6% |
| All | -0.4% | -65.1% | +64.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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