+8.2%
CRM vs DOCS
-36.0%
+44.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.5% |
| 7D | +1.3% | -1.4% | +2.7% | +1.5% |
| 30D | +34.3% | +21.8% | +12.5% | +28.7% |
| 3M | +37.7% | +27.3% | +10.4% | +30.9% |
| 6M | +34.9% | -0.3% | +35.3% | +32.9% |
| YTD | -1.6% | -40.5% | +38.8% | +5.5% |
| 1Y | +7.1% | -61.5% | +68.7% | +23.0% |
| 3Y | +19.0% | +8.2% | +10.9% | +8.4% |
| 5Y | -1.3% | -73.4% | +72.2% | -1.0% |
| All | +8.2% | -36.0% | +44.2% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling