+1,384.7%
CRS vs DOC
-2.1%
+1,386.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | -0.2% | -1.5% | +1.2% | +0.6% |
| 30D | -16.6% | -4.8% | -11.9% | -14.3% |
| 3M | -3.5% | +6.9% | -10.4% | -7.9% |
| 6M | +15.4% | +20.7% | -5.3% | +0.8% |
| YTD | +51.2% | +34.1% | +17.0% | +23.0% |
| 1Y | +98.3% | +22.6% | +75.6% | +70.0% |
| 3Y | +651.5% | +20.8% | +630.7% | +530.3% |
| 5Y | +1,411.1% | -24.9% | +1,436.0% | +1,626.4% |
| All | +1,384.7% | -2.1% | +1,386.7% | +1,607.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling