+678.8%
CRS vs DOC
+20.8%
+658.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | -0.2% | -1.5% | +1.2% | +0.3% |
| 30D | -16.6% | -4.8% | -11.9% | -15.3% |
| 3M | -3.5% | +6.9% | -10.4% | -6.1% |
| 6M | +15.4% | +20.7% | -5.3% | +6.7% |
| YTD | +51.2% | +34.1% | +17.0% | +33.1% |
| 1Y | +98.3% | +22.6% | +75.6% | +81.4% |
| All | +678.8% | +20.8% | +658.0% | +581.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling