-11.7%
CRS vs DOC
+20.9%
-32.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.7% | +6.5% | -8.1% | -2.0% |
| 30D | -28.8% | +9.2% | -38.0% | -29.1% |
| 3M | -50.0% | -2.5% | -47.5% | -49.4% |
| 6M | -39.2% | +7.1% | -46.3% | -39.4% |
| YTD | -11.4% | +33.0% | -44.4% | -15.6% |
| 1Y | -11.7% | +23.3% | -35.0% | -14.0% |
| All | -11.7% | +20.9% | -32.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling