+3.1%
CRM vs DOCS
+39.4%
-36.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.0% | +2.6% | -0.6% | +1.5% |
| 30D | -7.7% | +11.4% | -19.1% | -9.5% |
| 3M | +8.4% | +25.4% | -17.0% | +3.9% |
| 6M | +31.9% | +42.5% | -10.6% | +22.0% |
| YTD | -17.2% | -24.7% | +7.5% | -16.5% |
| 1Y | -8.6% | -32.9% | +24.3% | -6.7% |
| 3Y | +3.1% | +39.6% | -36.5% | +0.6% |
| All | +3.1% | +39.4% | -36.2% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling