+5,945.1%
CRS vs DOC
+2,926.9%
+3,018.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -6.6% | +6.2% | -12.9% | -9.3% |
| 30D | -29.5% | +6.5% | -36.0% | -32.0% |
| 3M | -51.1% | -6.2% | -44.8% | -50.0% |
| 6M | -37.3% | +25.6% | -62.9% | -44.9% |
| YTD | -11.2% | +32.1% | -43.3% | -24.4% |
| 1Y | -11.5% | +20.3% | -31.8% | -21.2% |
| 3Y | +324.4% | +42.7% | +281.7% | +241.7% |
| 5Y | +796.6% | -22.2% | +818.7% | +861.0% |
| 10Y | +929.0% | +16.5% | +912.5% | +805.7% |
| All | +5,945.1% | +2,926.9% | +3,018.2% | +2,575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling